0.35Open0.36Pre Close1 Volume1.00K Open Interest25.00Strike Price35.00Turnover41.72%IV9.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2536Delta0.1321Gamma66.09Leverage Ratio-0.0176Theta0.0035Rho16.76Eff Leverage0.0186Vega