0.30Open0.35Pre Close1 Volume408 Open Interest67.50Strike Price30.00Turnover20.76%IV3.46%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1962Delta0.1026Gamma232.03Leverage Ratio-0.0277Theta-0.0043Rho-45.53Eff Leverage0.0360Vega