0.20Open0.10Pre Close1.27K Volume2.54K Open Interest10.00Strike Price29.46KTurnover251.04%IV0.50%PremiumDec 27, 2024Expiry Date0.17Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.6268Delta1.0050Gamma43.69Leverage Ratio-0.8640Theta0.0000Rho-27.39Eff Leverage0.0006Vega