0.35Open0.30Pre Close1 Volume422 Open Interest2.50Strike Price35.00Turnover266.73%IV2.27%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6363Delta0.6443Gamma5.18Leverage Ratio-0.0320Theta-0.0002Rho-3.29Eff Leverage0.0008Vega