29.37Open30.20Pre Close10 Volume221 Open Interest125.00Strike Price29.37KTurnover94.98%IV0.32%PremiumJan 17, 2025Expiry Date28.88Intrinsic Value100Multiplier6DDays to Expiry0.49Extrinsic Value100Contract SizeAmericanOptions Type0.9592Delta0.0046Gamma5.25Leverage Ratio-0.1372Theta0.0202Rho5.04Eff Leverage0.0176Vega