2.60Open2.77Pre Close11 Volume2.20K Open Interest95.00Strike Price3.07KTurnover26.86%IV1.14%PremiumOct 18, 2024Expiry Date1.94Intrinsic Value100Multiplier16DDays to Expiry1.06Extrinsic Value100Contract SizeAmericanOptions Type-0.6232Delta0.0743Gamma30.02Leverage Ratio-0.0563Theta-0.0217Rho-18.71Eff Leverage0.0735Vega