0.03Open0.05Pre Close10 Volume60 Open Interest94.00Strike Price30.00Turnover64.04%IV11.46%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0140Delta0.0060Gamma3537.67Leverage Ratio-0.0252Theta-0.0001Rho-49.69Eff Leverage0.0033Vega