4.40Open3.73Pre Close8 Volume37 Open Interest805.00Strike Price2.94KTurnover39.87%IV5.45%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type0.1091Delta0.0060Gamma478.06Leverage Ratio-0.7360Theta0.0084Rho52.15Eff Leverage0.1451Vega