0.15Open0.17Pre Close2 Volume38 Open Interest86.00Strike Price30.00Turnover25.46%IV11.49%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0593Delta0.0235Gamma618.15Leverage Ratio-0.0128Theta0.0029Rho36.64Eff Leverage0.0233Vega