0.03Open0.05Pre Close10 Volume254 Open Interest7.50Strike Price30.00Turnover33.82%IV7.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1383Delta0.5032Gamma232.67Leverage Ratio-0.0039Theta0.0003Rho32.19Eff Leverage0.0029Vega