0.02Open0.04Pre Close808 Volume1.74K Open Interest18.00Strike Price3.04KTurnover35.58%IV4.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1130Delta0.2956Gamma491.57Leverage Ratio-0.0146Theta0.0002Rho55.53Eff Leverage0.0035Vega