3.21Open3.97Pre Close9 Volume951 Open Interest95.00Strike Price3.03KTurnover38.08%IV0.57%PremiumDec 6, 2024Expiry Date2.64Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9004Delta0.0890Gamma37.06Leverage Ratio-0.1047Theta0.0024Rho33.36Eff Leverage0.0090Vega