0.35Open0.30Pre Close1 Volume2.95K Open Interest20.00Strike Price35.00Turnover56.76%IV13.85%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1122Delta0.0727Gamma152.07Leverage Ratio-0.0163Theta-0.0010Rho-17.05Eff Leverage0.0088Vega