0.02Open0.03Pre Close21 Volume200 Open Interest44.50Strike Price30.00Turnover42.20%IV4.58%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0270Delta0.0639Gamma4256.00Leverage Ratio-0.0100Theta0.0000Rho115.09Eff Leverage0.0014Vega