0.05Open0.10Pre Close7 Volume726 Open Interest7.00Strike Price35.00Turnover173.06%IV49.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0935Delta0.1314Gamma94.60Leverage Ratio-0.0117Theta0.0001Rho8.85Eff Leverage0.0012Vega