0.05Open0.02Pre Close8 Volume2.95K Open Interest12.50Strike Price30.00Turnover66.98%IV10.40%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0861Delta0.2017Gamma378.33Leverage Ratio-0.0148Theta0.0001Rho32.58Eff Leverage0.0018Vega