0.35Open0.30Pre Close1 Volume3 Open Interest14.00Strike Price35.00Turnover27.62%IV1.87%PremiumJan 17, 2025Expiry Date0.09Intrinsic Value100Multiplier25DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.4839Delta0.3980Gamma32.73Leverage Ratio-0.0074Theta-0.0042Rho-15.84Eff Leverage0.0146Vega