4.00Open3.10Pre Close7 Volume361 Open Interest420.00Strike Price2.92KTurnover23.04%IV4.11%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry4.50Extrinsic Value100Contract SizeAmericanOptions Type0.3408Delta0.0162Gamma89.62Leverage Ratio-0.2141Theta0.0780Rho30.55Eff Leverage0.3613Vega