9.25Open7.68Pre Close34 Volume53 Open Interest592.50Strike Price29.96KTurnover24.77%IV0.88%PremiumSep 6, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry5.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5483Delta0.0262Gamma82.84Leverage Ratio-0.7784Theta-0.0317Rho-45.41Eff Leverage0.2424Vega