0.05Open0.08Pre Close5 Volume553 Open Interest7.50Strike Price35.00Turnover100.29%IV32.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1566Delta0.1776Gamma57.40Leverage Ratio-0.0081Theta0.0004Rho8.99Eff Leverage0.0032Vega