2.85Open2.50Pre Close11 Volume112 Open Interest37.50Strike Price3.16KTurnover41.97%IV1.15%PremiumDec 20, 2024Expiry Date2.64Intrinsic Value100Multiplier26DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.7548Delta0.0698Gamma11.63Leverage Ratio-0.0305Theta0.0192Rho8.78Eff Leverage0.0338Vega