9.75Open12.59Pre Close3 Volume859 Open Interest228.00Strike Price2.94KTurnover59.48%IV0.35%PremiumNov 15, 2024Expiry Date9.01Intrinsic Value100Multiplier1DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.9250Delta0.0219Gamma25.62Leverage Ratio-0.6052Theta0.0044Rho23.70Eff Leverage0.0154Vega