0.01Open0.01Pre Close30 Volume855 Open Interest253.00Strike Price30.00Turnover30.76%IV4.79%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0068Delta0.0042Gamma24144.00Leverage Ratio-0.0100Theta0.0001Rho164.15Eff Leverage0.0028Vega