0.35Open0.45Pre Close1.00K Volume3.09K Open Interest1.50Strike Price35.04KTurnover158.08%IV5.04%PremiumJan 17, 2025Expiry Date0.31Intrinsic Value100Multiplier23DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6448Delta0.7831Gamma2.98Leverage Ratio-0.0037Theta-0.0006Rho-1.92Eff Leverage0.0011Vega