0.30Open0.30Pre Close1 Volume2.48K Open Interest5.00Strike Price30.00Turnover43.08%IV1.67%PremiumJul 19, 2024Expiry Date0.22Intrinsic Value100Multiplier15DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.6692Delta0.8558Gamma15.93Leverage Ratio-0.0045Theta-0.0013Rho-10.66Eff Leverage0.0036Vega