0.35Open0.30Pre Close1 Volume1.46K Open Interest67.50Strike Price35.00Turnover42.46%IV4.18%PremiumMay 16, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2179Delta0.1026Gamma186.09Leverage Ratio-0.1111Theta0.0015Rho40.54Eff Leverage0.0199Vega