0.35Open0.47Pre Close1 Volume179 Open Interest97.50Strike Price35.00Turnover25.73%IV6.87%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.1264Delta0.0316Gamma245.46Leverage Ratio-0.0297Theta-0.0073Rho-31.02Eff Leverage0.0529Vega