3.50Open3.64Pre Close9 Volume754 Open Interest20.00Strike Price3.02KTurnover94.49%IV0.93%PremiumNov 29, 2024Expiry Date3.09Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9832Delta0.0254Gamma7.45Leverage Ratio-0.0119Theta0.0011Rho7.32Eff Leverage0.0007Vega