0.30Open0.40Pre Close1 Volume35 Open Interest23.00Strike Price30.00Turnover26.73%IV2.32%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.3844Delta0.3527Gamma77.47Leverage Ratio-0.0180Theta-0.0025Rho-29.78Eff Leverage0.0155Vega