0.05Open0.03Pre Close6 Volume754 Open Interest12.50Strike Price30.00Turnover434.20%IV79.80%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0569Delta0.0492Gamma139.60Leverage Ratio-0.0439Theta0.0000Rho7.94Eff Leverage0.0006Vega