2.45Open2.97Pre Close12 Volume746 Open Interest47.50Strike Price2.94KTurnover44.38%IV0.79%PremiumDec 20, 2024Expiry Date2.06Intrinsic Value100Multiplier5DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.7906Delta0.1051Gamma20.44Leverage Ratio-0.0753Theta0.0057Rho16.16Eff Leverage0.0177Vega