0.35Open0.29Pre Close1 Volume481 Open Interest4.00Strike Price35.00Turnover54.56%IV3.31%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.6245Delta0.7089Gamma10.94Leverage Ratio-0.0038Theta-0.0016Rho-6.83Eff Leverage0.0038Vega