0.15Open0.41Pre Close2 Volume715 Open Interest165.00Strike Price35.00Turnover72.39%IV12.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0472Delta0.0066Gamma625.83Leverage Ratio-0.1484Theta-0.0010Rho-29.52Eff Leverage0.0203Vega