3.30Open3.40Pre Close90 Volume91 Open Interest111.00Strike Price29.70KTurnover16.67%IV0.31%PremiumNov 15, 2024Expiry Date2.96Intrinsic Value100Multiplier9DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8400Delta0.0939Gamma34.57Leverage Ratio-0.0291Theta-0.0157Rho-29.04Eff Leverage0.0418Vega