5.60Open6.25Pre Close58 Volume38 Open Interest322.50Strike Price29.83KTurnover27.82%IV1.42%PremiumOct 11, 2024Expiry Date0.09Intrinsic Value100Multiplier1DDays to Expiry4.58Extrinsic Value100Contract SizeAmericanOptions Type-0.4992Delta0.0706Gamma141.72Leverage Ratio-0.9791Theta-0.0060Rho-70.75Eff Leverage0.0811Vega