0.06Open0.12Pre Close5 Volume383 Open Interest85.00Strike Price30.00Turnover41.89%IV14.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0296Delta0.0125Gamma1233.33Leverage Ratio-0.0155Theta0.0006Rho36.47Eff Leverage0.0086Vega