3.87Open6.90Pre Close7 Volume133 Open Interest17.00Strike Price2.87KTurnover120.73%IV2.65%PremiumDec 20, 2024Expiry Date3.59Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.9393Delta0.0461Gamma5.72Leverage Ratio-0.0372Theta0.0017Rho5.37Eff Leverage0.0026Vega