0.35Open0.05Pre Close1 Volume42 Open Interest525.00Strike Price35.00Turnover23.02%IV11.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0338Delta0.0028Gamma1884.36Leverage Ratio-0.0455Theta0.0095Rho63.70Eff Leverage0.0875Vega