0.35Open0.05Pre Close1 Volume41 Open Interest525.00Strike Price35.00Turnover21.51%IV11.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0024Gamma1884.36Leverage Ratio-0.0342Theta0.0076Rho49.75Eff Leverage0.0722Vega