0.05Open0.55Pre Close6 Volume366 Open Interest110.00Strike Price30.00Turnover31.49%IV18.02%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0195Delta0.0066Gamma1865.00Leverage Ratio-0.0076Theta0.0011Rho36.28Eff Leverage0.0108Vega