0.35Open0.05Pre Close1 Volume42 Open Interest525.00Strike Price35.00Turnover21.74%IV11.52%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0264Delta0.0024Gamma1884.36Leverage Ratio-0.0348Theta0.0075Rho49.73Eff Leverage0.0714Vega