0.86Open0.93Pre Close35 Volume67 Open Interest11.00Strike Price3.00KTurnover31.81%IV0.98%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier27DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.7848Delta0.3531Gamma12.04Leverage Ratio-0.0040Theta-0.0046Rho-9.45Eff Leverage0.0080Vega