0.05Open0.04Pre Close6 Volume587 Open Interest52.50Strike Price30.00Turnover89.30%IV13.72%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0390Delta0.0258Gamma924.20Leverage Ratio-0.0428Theta0.0001Rho36.03Eff Leverage0.0031Vega