5.60Open6.25Pre Close58 Volume40 Open Interest322.50Strike Price29.83KTurnover60.87%IV1.42%PremiumOct 11, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type-0.4943Delta0.0342Gamma69.04Leverage Ratio-2.4352Theta-0.0055Rho-34.12Eff Leverage0.0764Vega