0.35Open0.45Pre Close1 Volume10 Open Interest62.50Strike Price35.00Turnover29.33%IV4.99%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1947Delta0.0969Gamma199.53Leverage Ratio-0.0424Theta0.0030Rho38.85Eff Leverage0.0267Vega