0.05Open0.04Pre Close6 Volume13 Open Interest2.50Strike Price30.00Turnover351.88%IV270.10%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier27DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1989Delta0.4186Gamma13.80Leverage Ratio-0.0034Theta0.0001Rho2.74Eff Leverage0.0005Vega