0.30Open0.27Pre Close1 Volume17 Open Interest1.00Strike Price30.00Turnover367.51%IV2.36%PremiumJul 12, 2024Expiry Date0.27Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8496Delta0.6934Gamma4.23Leverage Ratio-0.0207Theta0.0000Rho3.60Eff Leverage0.0002Vega