0.35Open0.05Pre Close795 Volume875 Open Interest3.00Strike Price29.44KTurnover195.54%IV3.10%PremiumJan 10, 2025Expiry Date0.42Intrinsic Value100Multiplier2DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7686Delta0.7532Gamma5.16Leverage Ratio-0.0282Theta-0.0001Rho-3.97Eff Leverage0.0006Vega