0.01Open0.02Pre Close30 Volume269 Open Interest8.50Strike Price30.00Turnover171.28%IV34.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0288Delta0.0694Gamma632.00Leverage Ratio-0.0080Theta0.0000Rho18.22Eff Leverage0.0004Vega