0.15Open1.10Pre Close2 Volume11 Open Interest34.00Strike Price30.00Turnover92.28%IV6.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3997Delta0.0745Gamma24.75Leverage Ratio-0.0931Theta0.0035Rho9.89Eff Leverage0.0217Vega