0.01Open0.05Pre Close35 Volume330 Open Interest60.00Strike Price35.00Turnover53.16%IV37.42%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0060Delta0.0032Gamma4367.00Leverage Ratio-0.0022Theta0.0001Rho26.28Eff Leverage0.0017Vega