0.05Open0.04Pre Close7 Volume572 Open Interest2.50Strike Price30.00Turnover65.00%IV4.10%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.3720Delta2.3389Gamma61.00Leverage Ratio-0.0087Theta0.0001Rho22.69Eff Leverage0.0009Vega