0.30Open0.54Pre Close1 Volume765 Open Interest82.50Strike Price30.00Turnover24.95%IV2.42%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2366Delta0.1408Gamma269.47Leverage Ratio-0.0825Theta0.0022Rho63.75Eff Leverage0.0271Vega