0.05Open0.35Pre Close7 Volume139 Open Interest31.00Strike Price35.00Turnover54.21%IV7.40%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0789Delta0.1029Gamma578.20Leverage Ratio-0.0307Theta0.0002Rho45.63Eff Leverage0.0039Vega