3.95Open3.50Pre Close6 Volume191 Open Interest45.00Strike Price2.94KTurnover97.87%IV0.64%PremiumSep 20, 2024Expiry Date4.77Intrinsic Value100Multiplier2DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.9161Delta0.0414Gamma9.05Leverage Ratio-0.1198Theta0.0024Rho8.29Eff Leverage0.0059Vega