3.75Open4.57Pre Close6 Volume1 Open Interest51.50Strike Price2.31KTurnover66.93%IV0.24%PremiumSep 13, 2024Expiry Date3.77Intrinsic Value100Multiplier3DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.8853Delta0.0538Gamma12.97Leverage Ratio-0.1038Theta0.0042Rho11.49Eff Leverage0.0104Vega