6.58Open5.88Pre Close45 Volume299 Open Interest420.00Strike Price30.05KTurnover15.13%IV0.05%PremiumDec 20, 2024Expiry Date9.29Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.9292Delta0.0268Gamma43.69Leverage Ratio-0.0722Theta-0.0213Rho-40.60Eff Leverage0.0560Vega