9.75Open8.87Pre Close3 Volume55 Open Interest27.00Strike Price2.90KTurnover100.57%IV0.38%PremiumDec 20, 2024Expiry Date9.46Intrinsic Value100Multiplier21DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.9160Delta0.0176Gamma3.68Leverage Ratio-0.0350Theta0.0135Rho3.37Eff Leverage0.0135Vega