0.35Open0.40Pre Close1 Volume4.87K Open Interest2.00Strike Price35.00Turnover181.56%IV5.17%PremiumJan 17, 2025Expiry Date0.26Intrinsic Value100Multiplier12DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.5943Delta0.6595Gamma4.35Leverage Ratio-0.0090Theta-0.0004Rho-2.59Eff Leverage0.0013Vega