0.66Open0.85Pre Close46 Volume788 Open Interest17.50Strike Price2.97KTurnover90.25%IV17.49%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type-0.2219Delta0.0613Gamma29.09Leverage Ratio-0.0279Theta-0.0034Rho-6.45Eff Leverage0.0160Vega