0.15Open0.05Pre Close2 Volume125 Open Interest55.00Strike Price30.00Turnover17.68%IV6.80%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0939Delta0.0722Gamma516.40Leverage Ratio-0.0087Theta0.0031Rho48.47Eff Leverage0.0220Vega