0.40Open0.35Pre Close61 Volume416 Open Interest5.50Strike Price2.93KTurnover130.28%IV2.17%PremiumDec 20, 2024Expiry Date0.44Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.7129Delta0.5099Gamma9.20Leverage Ratio-0.0311Theta-0.0004Rho-6.56Eff Leverage0.0017Vega