0.01Open0.11Pre Close30 Volume89 Open Interest109.00Strike Price30.00Turnover31.21%IV8.36%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0091Delta0.0075Gamma10059.66Leverage Ratio-0.0073Theta0.0001Rho91.84Eff Leverage0.0026Vega