0.05Open0.07Pre Close6 Volume343 Open Interest41.00Strike Price30.00Turnover20.16%IV8.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0836Delta0.0767Gamma758.40Leverage Ratio-0.0064Theta0.0021Rho63.43Eff Leverage0.0153Vega