3.35Open3.46Pre Close9 Volume134 Open Interest35.00Strike Price3.00KTurnover336.78%IV1.03%PremiumNov 29, 2024Expiry Date3.07Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.7910Delta0.0847Gamma9.26Leverage Ratio-1.3457Theta-0.0003Rho-7.32Eff Leverage0.0029Vega