0.30Open0.45Pre Close257 Volume133 Open Interest170.00Strike Price29.75KTurnover41.65%IV1.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type-0.4113Delta0.0796Gamma115.93Leverage Ratio-0.6562Theta-0.0032Rho-47.68Eff Leverage0.0457Vega