0.55Open0.60Pre Close54 Volume140 Open Interest21.00Strike Price2.99KTurnover42.56%IV0.56%PremiumNov 22, 2024Expiry Date0.53Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.7604Delta0.3939Gamma33.12Leverage Ratio-0.0495Theta0.0012Rho25.19Eff Leverage0.0058Vega