3.95Open3.50Pre Close6 Volume191 Open Interest45.00Strike Price2.94KTurnover92.82%IV0.64%PremiumSep 20, 2024Expiry Date4.77Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9275Delta0.0390Gamma8.36Leverage Ratio-0.0993Theta0.0024Rho7.76Eff Leverage0.0053Vega