0.05Open0.13Pre Close6 Volume699 Open Interest7.50Strike Price30.00Turnover93.39%IV4.12%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.2246Delta0.7957Gamma155.40Leverage Ratio-0.0578Theta0.0000Rho-34.91Eff Leverage0.0012Vega