3.07Open2.80Pre Close10 Volume341 Open Interest33.00Strike Price2.66KTurnover45.10%IV0.28%PremiumDec 20, 2024Expiry Date2.35Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9096Delta0.0871Gamma14.43Leverage Ratio-0.0326Theta0.0041Rho13.12Eff Leverage0.0068Vega