0.10Open0.15Pre Close3 Volume443 Open Interest7.50Strike Price30.00Turnover46.94%IV12.43%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2226Delta0.3603Gamma67.60Leverage Ratio-0.0052Theta0.0010Rho15.05Eff Leverage0.0053Vega