0.15Open0.01Pre Close2 Volume141.05K Open Interest80.00Strike Price30.00Turnover7.02%IV1.88%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2026Delta0.2119Gamma524.47Leverage Ratio-0.0107Theta0.0092Rho106.28Eff Leverage0.0532Vega