2.45Open2.97Pre Close12 Volume746 Open Interest47.50Strike Price2.94KTurnover39.71%IV0.79%PremiumDec 20, 2024Expiry Date2.06Intrinsic Value100Multiplier7DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7930Delta0.1052Gamma20.44Leverage Ratio-0.0610Theta0.0070Rho16.21Eff Leverage0.0196Vega