0.85Open0.65Pre Close459 Volume11.30K Open Interest4.00Strike Price30.36KTurnover235.92%IV2.17%PremiumNov 15, 2024Expiry Date0.39Intrinsic Value100Multiplier1DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.7598Delta0.5272Gamma9.75Leverage Ratio-0.0840Theta0.0001Rho7.40Eff Leverage0.0008Vega