5.20Open5.70Pre Close59 Volume276 Open Interest113.00Strike Price29.71KTurnover20.10%IV0.37%PremiumSep 27, 2024Expiry Date4.57Intrinsic Value100Multiplier4DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9751Delta0.0241Gamma25.28Leverage Ratio-0.0295Theta0.0115Rho24.65Eff Leverage0.0070Vega