0.86Open0.57Pre Close35 Volume1.49K Open Interest23.50Strike Price3.03KTurnover33.50%IV0.07%PremiumDec 27, 2024Expiry Date0.88Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.8556Delta0.2913Gamma24.59Leverage Ratio-0.0198Theta-0.0018Rho-21.04Eff Leverage0.0054Vega