0.05Open0.07Pre Close7 Volume702 Open Interest125.00Strike Price35.00Turnover86.07%IV23.93%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0150Delta0.0039Gamma2018.00Leverage Ratio-0.0316Theta0.0002Rho30.21Eff Leverage0.0043Vega