0.30Open0.53Pre Close1 Volume15 Open Interest12.50Strike Price30.00Turnover15.63%IV1.99%PremiumJan 17, 2025Expiry Date0.05Intrinsic Value100Multiplier20DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type0.5764Delta0.8539Gamma55.78Leverage Ratio-0.0054Theta0.0038Rho32.15Eff Leverage0.0115Vega