2.65Open0.55Pre Close16 Volume56 Open Interest112.00Strike Price3.74KTurnover49.94%IV1.89%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.5119Delta0.0963Gamma66.88Leverage Ratio-0.4904Theta0.0030Rho34.23Eff Leverage0.0331Vega