0.07Open0.09Pre Close6 Volume69 Open Interest23.00Strike Price35.00Turnover58.73%IV18.18%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0185Delta0.0299Gamma1947.00Leverage Ratio-0.0046Theta0.0001Rho36.11Eff Leverage0.0012Vega