0.15Open0.05Pre Close2.73K Volume349 Open Interest2.50Strike Price30.88KTurnover537.17%IV176.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.3172Delta0.3764Gamma7.67Leverage Ratio-0.0138Theta0.0001Rho2.43Eff Leverage0.0006Vega