0.05Open0.10Pre Close6 Volume30 Open Interest48.00Strike Price30.00Turnover66.12%IV9.68%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0508Delta0.0436Gamma876.20Leverage Ratio-0.0391Theta0.0001Rho44.53Eff Leverage0.0038Vega