4.20Open3.53Pre Close7 Volume11 Open Interest137.00Strike Price2.94KTurnover41.33%IV1.96%PremiumSep 20, 2024Expiry Date1.48Intrinsic Value100Multiplier6DDays to Expiry2.72Extrinsic Value100Contract SizeAmericanOptions Type0.5970Delta0.0532Gamma36.93Leverage Ratio-0.2597Theta0.0128Rho22.05Eff Leverage0.0682Vega