4.74Open5.12Pre Close7 Volume289 Open Interest115.00Strike Price3.00KTurnover22.22%IV0.49%PremiumNov 15, 2024Expiry Date3.55Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.7000Delta0.0601Gamma25.04Leverage Ratio-0.0407Theta-0.0371Rho-17.53Eff Leverage0.0941Vega