0.03Open0.02Pre Close10 Volume3.01K Open Interest0.50Strike Price30.00Turnover101.83%IV16.23%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.4127Delta3.3649Gamma15.22Leverage Ratio-0.0010Theta0.0001Rho6.28Eff Leverage0.0004Vega