0.02Open0.04Pre Close25 Volume517 Open Interest377.50Strike Price30.00Turnover56.06%IV11.80%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0026Delta0.0004Gamma28532.67Leverage Ratio-0.0145Theta-0.0001Rho-73.04Eff Leverage0.0027Vega