3.30Open3.40Pre Close90 Volume91 Open Interest111.00Strike Price29.70KTurnover16.74%IV0.31%PremiumNov 15, 2024Expiry Date2.96Intrinsic Value100Multiplier9DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type-0.8402Delta0.0938Gamma34.57Leverage Ratio-0.0293Theta-0.0156Rho-29.05Eff Leverage0.0415Vega