0.86Open1.28Pre Close29 Volume298 Open Interest38.00Strike Price2.92KTurnover52.56%IV1.36%PremiumDec 6, 2024Expiry Date0.54Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.5950Delta0.1853Gamma31.61Leverage Ratio-0.1016Theta-0.0024Rho-18.81Eff Leverage0.0154Vega