34.31Open30.29Pre Close10 Volume487 Open Interest895.00Strike Price29.60KTurnover32.46%IV0.36%PremiumDec 20, 2024Expiry Date22.76Intrinsic Value100Multiplier3DDays to Expiry3.27Extrinsic Value100Contract SizeAmericanOptions Type0.8241Delta0.0096Gamma36.10Leverage Ratio-1.2631Theta0.0600Rho29.75Eff Leverage0.2154Vega