2.65Open0.55Pre Close16 Volume56 Open Interest112.00Strike Price3.74KTurnover53.91%IV1.89%PremiumDec 6, 2024Expiry Date0.02Intrinsic Value100Multiplier2DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.5115Delta0.0962Gamma66.88Leverage Ratio-0.5903Theta0.0026Rho34.21Eff Leverage0.0307Vega