0.25Open0.20Pre Close8 Volume27 Open Interest11.00Strike Price235.00Turnover36.89%IV1.07%PremiumJan 17, 2025Expiry Date0.18Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6638Delta0.8326Gamma40.65Leverage Ratio-0.0213Theta0.0008Rho26.99Eff Leverage0.0043Vega