0.30Open0.21Pre Close1 Volume162 Open Interest13.80Strike Price30.00Turnover15.04%IV1.53%PremiumDec 20, 2024Expiry Date0.09Intrinsic Value100Multiplier6DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.6211Delta1.4863Gamma91.40Leverage Ratio-0.0080Theta-0.0011Rho-56.77Eff Leverage0.0066Vega