0.35Open0.59Pre Close1 Volume325 Open Interest40.00Strike Price35.00Turnover46.55%IV13.65%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1079Delta0.0338Gamma153.07Leverage Ratio-0.0205Theta-0.0031Rho-16.52Eff Leverage0.0219Vega