4.40Open3.73Pre Close8 Volume37 Open Interest805.00Strike Price2.94KTurnover40.10%IV5.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type0.1091Delta0.0060Gamma478.06Leverage Ratio-0.7437Theta0.0083Rho52.14Eff Leverage0.1442Vega