0.05Open0.05Pre Close7 Volume0 Open Interest2.50Strike Price30.00Turnover138.31%IV18.14%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.2106Delta0.7953Gamma53.75Leverage Ratio-0.0098Theta0.0001Rho11.32Eff Leverage0.0008Vega