0.05Open0.10Pre Close6 Volume431 Open Interest80.00Strike Price30.00Turnover17.86%IV9.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0375Delta0.0242Gamma1467.20Leverage Ratio-0.0059Theta0.0018Rho55.07Eff Leverage0.0155Vega