0.25Open0.50Pre Close2 Volume10 Open Interest6.00Strike Price35.00Turnover121.56%IV25.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1932Delta0.2659Gamma48.75Leverage Ratio-0.0129Theta0.0003Rho9.42Eff Leverage0.0023Vega