0.35Open0.75Pre Close1 Volume17 Open Interest40.00Strike Price35.00Turnover59.57%IV3.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.3453Delta0.0970Gamma44.63Leverage Ratio-0.0808Theta-0.0034Rho-15.41Eff Leverage0.0235Vega