3.87Open6.90Pre Close7 Volume133 Open Interest17.00Strike Price2.87KTurnover116.77%IV1.86%PremiumDec 20, 2024Expiry Date3.75Intrinsic Value100Multiplier4DDays to Expiry0.39Extrinsic Value100Contract SizeAmericanOptions Type0.9533Delta0.0382Gamma5.46Leverage Ratio-0.0291Theta0.0018Rho5.20Eff Leverage0.0021Vega