0.15Open0.41Pre Close2 Volume714 Open Interest165.00Strike Price35.00Turnover62.01%IV12.22%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type-0.0471Delta0.0066Gamma625.83Leverage Ratio-0.1123Theta-0.0014Rho-29.49Eff Leverage0.0237Vega