0.10Open0.11Pre Close3 Volume3 Open Interest247.50Strike Price30.00Turnover31.53%IV6.11%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0345Delta0.0103Gamma2333.40Leverage Ratio-0.0633Theta0.0008Rho80.46Eff Leverage0.0180Vega