3.60Open3.60Pre Close8 Volume520 Open Interest15.00Strike Price2.88KTurnover77.74%IV0.81%PremiumDec 20, 2024Expiry Date3.45Intrinsic Value100Multiplier9DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.9630Delta0.0364Gamma5.27Leverage Ratio-0.0114Theta0.0034Rho5.08Eff Leverage0.0023Vega