0.03Open0.05Pre Close10 Volume254 Open Interest7.50Strike Price30.00Turnover35.17%IV7.88%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1382Delta0.5024Gamma232.67Leverage Ratio-0.0042Theta0.0003Rho32.16Eff Leverage0.0028Vega