0.30Open0.45Pre Close257 Volume133 Open Interest170.00Strike Price29.75KTurnover46.05%IV1.42%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry1.44Extrinsic Value100Contract SizeAmericanOptions Type-0.4117Delta0.0798Gamma115.93Leverage Ratio-0.8583Theta-0.0026Rho-47.72Eff Leverage0.0412Vega