0.40Open0.40Pre Close88 Volume1.56K Open Interest9.00Strike Price2.97KTurnover94.04%IV4.77%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.4496Delta0.4387Gamma28.08Leverage Ratio-0.0462Theta-0.0005Rho-12.62Eff Leverage0.0038Vega