0.35Open0.30Pre Close1 Volume191 Open Interest5.00Strike Price35.00Turnover73.93%IV2.52%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6648Delta0.7821Gamma14.68Leverage Ratio-0.0133Theta-0.0006Rho-9.76Eff Leverage0.0023Vega