0.30Open0.27Pre Close492 Volume569 Open Interest46.00Strike Price29.84KTurnover27.88%IV0.50%PremiumJul 26, 2024Expiry Date0.28Intrinsic Value100Multiplier1DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type0.6462Delta0.4701Gamma96.42Leverage Ratio-0.1377Theta0.0011Rho62.30Eff Leverage0.0105Vega