0.03Open0.07Pre Close679 Volume602 Open Interest32.50Strike Price2.96KTurnover120.98%IV16.98%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.0240Delta0.0151Gamma1117.14Leverage Ratio-0.0308Theta-0.0001Rho-26.82Eff Leverage0.0018Vega