0.35Open0.12Pre Close1 Volume92 Open Interest45.00Strike Price35.00Turnover166.74%IV38.92%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type-0.0364Delta0.0037Gamma208.86Leverage Ratio-0.0720Theta-0.0009Rho-7.60Eff Leverage0.0103Vega