3.55Open4.55Pre Close8 Volume101 Open Interest97.00Strike Price2.99KTurnover37.82%IV0.42%PremiumDec 6, 2024Expiry Date4.57Intrinsic Value100Multiplier2DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.9303Delta0.0416Gamma21.61Leverage Ratio-0.0824Theta0.0063Rho20.10Eff Leverage0.0114Vega