0.05Open0.03Pre Close6 Volume225 Open Interest35.00Strike Price30.00Turnover38.22%IV3.82%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1066Delta0.1857Gamma675.20Leverage Ratio-0.0374Theta0.0002Rho71.98Eff Leverage0.0048Vega