2.50Open2.93Pre Close12 Volume257 Open Interest44.50Strike Price2.94KTurnover97.08%IV1.42%PremiumDec 20, 2024Expiry Date1.64Intrinsic Value100Multiplier3DDays to Expiry0.61Extrinsic Value100Contract SizeAmericanOptions Type-0.6497Delta0.0994Gamma17.39Leverage Ratio-0.2511Theta-0.0023Rho-11.30Eff Leverage0.0142Vega