0.03Open0.03Pre Close10 Volume137 Open Interest7.50Strike Price30.00Turnover2130.61%IV678.70%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0898Delta0.1543Gamma32.24Leverage Ratio-0.0844Theta0.0000Rho2.90Eff Leverage0.0001Vega