0.85Open1.04Pre Close814 Volume613 Open Interest28.50Strike Price35.95KTurnover55.56%IV0.78%PremiumJan 10, 2025Expiry Date0.35Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6520Delta0.3069Gamma42.42Leverage Ratio-0.1257Theta0.0010Rho27.66Eff Leverage0.0080Vega