0.03Open0.06Pre Close11 Volume295 Open Interest35.50Strike Price30.00Turnover59.31%IV3.29%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0657Delta0.1821Gamma1719.50Leverage Ratio-0.1005Theta0.0000Rho112.93Eff Leverage0.0015Vega