0.25Open0.20Pre Close8 Volume27 Open Interest11.00Strike Price235.00Turnover29.34%IV1.35%PremiumJan 17, 2025Expiry Date0.15Intrinsic Value100Multiplier4DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.6746Delta1.0412Gamma49.56Leverage Ratio-0.0170Theta0.0008Rho33.43Eff Leverage0.0042Vega