2.24Open3.50Pre Close21 Volume457 Open Interest35.50Strike Price2.99KTurnover58.55%IV0.28%PremiumNov 29, 2024Expiry Date0.86Intrinsic Value100Multiplier2DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.7025Delta0.1997Gamma30.17Leverage Ratio-0.1381Theta0.0016Rho21.20Eff Leverage0.0103Vega