9.25Open7.68Pre Close34 Volume53 Open Interest592.50Strike Price29.96KTurnover25.03%IV0.88%PremiumSep 6, 2024Expiry Date2.30Intrinsic Value100Multiplier4DDays to Expiry5.20Extrinsic Value100Contract SizeAmericanOptions Type-0.5484Delta0.0262Gamma82.84Leverage Ratio-0.7974Theta-0.0310Rho-45.43Eff Leverage0.2397Vega