0.15Open0.20Pre Close2 Volume494 Open Interest9.50Strike Price30.00Turnover27.36%IV0.48%PremiumNov 8, 2024Expiry Date0.11Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6603Delta1.5445Gamma60.61Leverage Ratio-0.0142Theta-0.0005Rho-40.02Eff Leverage0.0032Vega