0.09Open0.13Pre Close3 Volume235 Open Interest515.00Strike Price30.00Turnover95.85%IV14.67%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.0121Delta0.0012Gamma4083.91Leverage Ratio-0.1100Theta0.0002Rho49.56Eff Leverage0.0088Vega