0.86Open0.93Pre Close35 Volume67 Open Interest11.00Strike Price3.00KTurnover31.74%IV0.98%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier27DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7847Delta0.3532Gamma12.04Leverage Ratio-0.0040Theta-0.0046Rho-9.44Eff Leverage0.0081Vega