0.05Open0.50Pre Close7 Volume50 Open Interest25.00Strike Price35.00Turnover221.30%IV209.26%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0346Delta0.0175Gamma162.00Leverage Ratio-0.0075Theta0.0001Rho5.61Eff Leverage0.0015Vega