2.56Open3.95Pre Close120 Volume2.04K Open Interest115.00Strike Price29.70KTurnover43.05%IV1.29%PremiumAug 16, 2024Expiry Date0.63Intrinsic Value100Multiplier3DDays to Expiry1.48Extrinsic Value100Contract SizeAmericanOptions Type-0.5429Delta0.0869Gamma53.57Leverage Ratio-0.3065Theta-0.0051Rho-29.08Eff Leverage0.0421Vega