0.35Open0.40Pre Close1 Volume61 Open Interest47.50Strike Price35.00Turnover25.89%IV2.73%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3159Delta0.2036Gamma133.09Leverage Ratio-0.0432Theta0.0030Rho42.05Eff Leverage0.0240Vega