0.02Open0.03Pre Close15 Volume80 Open Interest21.50Strike Price35.00Turnover42.14%IV1.99%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.2683Delta0.5320Gamma211.00Leverage Ratio-0.0632Theta0.0003Rho56.62Eff Leverage0.0048Vega