0.01Open0.01Pre Close30 Volume856 Open Interest9.50Strike Price30.00Turnover64.31%IV11.89%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0333Delta0.0997Gamma1077.12Leverage Ratio-0.0056Theta0.0000Rho-35.91Eff Leverage0.0009Vega