0.03Open0.05Pre Close10 Volume264 Open Interest7.50Strike Price30.00Turnover35.78%IV7.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1382Delta0.5020Gamma232.67Leverage Ratio-0.0044Theta0.0003Rho32.15Eff Leverage0.0027Vega