11.50Open10.10Pre Close26 Volume2.25K Open Interest120.00Strike Price30.06KTurnover44.94%IV0.57%PremiumAug 16, 2024Expiry Date12.07Intrinsic Value100Multiplier12DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.8912Delta0.0227Gamma8.70Leverage Ratio-0.0547Theta-0.0244Rho-7.76Eff Leverage0.0373Vega