0.03Open0.04Pre Close11 Volume2.06K Open Interest3.94Strike Price35.00Turnover87.77%IV29.13%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1572Delta0.3607Gamma61.80Leverage Ratio-0.0037Theta0.0003Rho9.72Eff Leverage0.0018Vega