0.35Open0.40Pre Close1 Volume81 Open Interest16.00Strike Price35.00Turnover135.26%IV39.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.1985Delta0.0766Gamma33.37Leverage Ratio-0.0264Theta0.0010Rho6.63Eff Leverage0.0075Vega