0.30Open0.40Pre Close1 Volume35 Open Interest23.00Strike Price30.00Turnover27.51%IV2.30%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3976Delta0.3455Gamma77.45Leverage Ratio-0.0187Theta-0.0026Rho-30.79Eff Leverage0.0157Vega