0.07Open0.20Pre Close5 Volume76 Open Interest22.50Strike Price35.00Turnover49.52%IV20.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0728Delta0.0612Gamma266.86Leverage Ratio-0.0072Theta0.0008Rho19.43Eff Leverage0.0063Vega