6.73Open6.90Pre Close66 Volume919 Open Interest65.00Strike Price35.14KTurnover59.88%IV4.49%PremiumJan 17, 2025Expiry Date2.65Intrinsic Value100Multiplier16DDays to Expiry2.80Extrinsic Value100Contract SizeAmericanOptions Type-0.5992Delta0.0490Gamma13.41Leverage Ratio-0.0899Theta-0.0166Rho-8.03Eff Leverage0.0512Vega