2.64Open2.20Pre Close11 Volume708 Open Interest20.00Strike Price2.93KTurnover45.68%IV2.53%PremiumDec 20, 2024Expiry Date2.53Intrinsic Value100Multiplier23DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type0.8743Delta0.0797Gamma8.12Leverage Ratio-0.0136Theta0.0107Rho7.10Eff Leverage0.0117Vega