0.35Open0.05Pre Close1 Volume563 Open Interest200.00Strike Price35.00Turnover45.14%IV14.71%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0581Delta0.0080Gamma499.03Leverage Ratio-0.0668Theta0.0033Rho28.99Eff Leverage0.0373Vega