0.35Open0.44Pre Close1 Volume133 Open Interest42.50Strike Price35.00Turnover68.80%IV13.49%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1107Delta0.0327Gamma149.91Leverage Ratio-0.0493Theta-0.0016Rho-16.59Eff Leverage0.0158Vega