0.06Open0.06Pre Close11 Volume786 Open Interest26.50Strike Price35.00Turnover170.35%IV17.86%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0382Delta0.0411Gamma750.33Leverage Ratio-0.0300Theta0.0000Rho28.69Eff Leverage0.0010Vega