0.05Open0.05Pre Close7 Volume936 Open Interest15.50Strike Price35.00Turnover47.51%IV4.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1541Delta0.3743Gamma296.40Leverage Ratio-0.0250Theta0.0002Rho45.68Eff Leverage0.0032Vega