0.27Open0.22Pre Close12 Volume405 Open Interest6.00Strike Price306.00Turnover39.35%IV0.33%PremiumDec 6, 2024Expiry Date0.25Intrinsic Value100Multiplier2DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.9218Delta0.8706Gamma39.65Leverage Ratio-0.0042Theta-0.0002Rho-36.55Eff Leverage0.0006Vega