6.29Open6.80Pre Close5 Volume40 Open Interest75.00Strike Price3.07KTurnover125.03%IV2.60%PremiumDec 6, 2024Expiry Date4.09Intrinsic Value100Multiplier3DDays to Expiry2.06Extrinsic Value100Contract SizeAmericanOptions Type0.7039Delta0.0381Gamma13.13Leverage Ratio-0.5550Theta0.0042Rho9.24Eff Leverage0.0251Vega