0.30Open0.40Pre Close1 Volume35 Open Interest23.00Strike Price30.00Turnover26.53%IV2.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3857Delta0.3547Gamma84.67Leverage Ratio-0.0178Theta-0.0025Rho-32.66Eff Leverage0.0156Vega