0.58Open0.86Pre Close45 Volume100 Open Interest19.50Strike Price3.05KTurnover108.03%IV1.39%PremiumNov 29, 2024Expiry Date0.70Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type0.7481Delta0.2861Gamma23.09Leverage Ratio-0.1912Theta0.0004Rho17.27Eff Leverage0.0033Vega