0.20Open0.25Pre Close2 Volume296 Open Interest28.00Strike Price35.00Turnover36.41%IV11.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1503Delta0.0998Gamma144.34Leverage Ratio-0.0120Theta0.0023Rho21.70Eff Leverage0.0150Vega