0.60Open0.49Pre Close374 Volume431 Open Interest43.50Strike Price29.61KTurnover56.38%IV1.33%PremiumSep 6, 2024Expiry Date0.58Intrinsic Value100Multiplier2DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.6050Delta0.1975Gamma39.02Leverage Ratio-0.1738Theta-0.0016Rho-23.60Eff Leverage0.0133Vega