0.35Open0.23Pre Close59 Volume88 Open Interest11.90Strike Price3.02KTurnover137.49%IV4.51%PremiumDec 27, 2024Expiry Date0.06Intrinsic Value100Multiplier3DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.5345Delta0.2604Gamma18.40Leverage Ratio-0.1058Theta0.0005Rho9.84Eff Leverage0.0044Vega