29.89Open28.80Pre Close1 Volume107 Open Interest195.00Strike Price2.99KTurnover52.55%IV1.01%PremiumDec 20, 2024Expiry Date27.65Intrinsic Value100Multiplier16DDays to Expiry2.24Extrinsic Value100Contract SizeAmericanOptions Type0.8952Delta0.0073Gamma7.59Leverage Ratio-0.1557Theta0.0776Rho6.79Eff Leverage0.0864Vega