0.30Open0.45Pre Close257 Volume133 Open Interest170.00Strike Price29.75KTurnover42.43%IV1.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type-0.4114Delta0.0797Gamma115.93Leverage Ratio-0.6885Theta-0.0031Rho-47.69Eff Leverage0.0448Vega