0.59Open0.76Pre Close45 Volume491 Open Interest25.00Strike Price3.03KTurnover485.56%IV0.17%PremiumDec 27, 2024Expiry Date0.92Intrinsic Value100Multiplier1DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.5115Delta0.0673Gamma8.33Leverage Ratio-1.2909Theta-0.0004Rho-4.26Eff Leverage0.0049Vega