0.01Open0.02Pre Close30 Volume851 Open Interest5.50Strike Price30.00Turnover383.32%IV76.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0318Delta0.0804Gamma311.50Leverage Ratio-0.0094Theta0.0000Rho9.90Eff Leverage0.0002Vega