0.35Open0.50Pre Close1 Volume138 Open Interest5.00Strike Price35.00Turnover110.26%IV-1.47%PremiumJan 17, 2025Expiry Date0.43Intrinsic Value100Multiplier12DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.6969Delta0.3172Gamma8.04Leverage Ratio-0.0162Theta0.0011Rho5.61Eff Leverage0.0035Vega