0.86Open0.86Pre Close324 Volume848 Open Interest5.50Strike Price30.79KTurnover162.72%IV0.44%PremiumDec 6, 2024Expiry Date0.96Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9309Delta0.2431Gamma4.70Leverage Ratio-0.0132Theta-0.0002Rho-4.38Eff Leverage0.0005Vega