0.35Open0.05Pre Close1 Volume58 Open Interest10.00Strike Price35.00Turnover55.23%IV5.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3880Delta0.3199Gamma29.29Leverage Ratio-0.0138Theta-0.0018Rho-11.36Eff Leverage0.0083Vega