2.75Open1.84Pre Close11 Volume15 Open Interest116.00Strike Price3.06KTurnover27.57%IV1.00%PremiumSep 20, 2024Expiry Date1.65Intrinsic Value100Multiplier5DDays to Expiry1.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6508Delta0.0960Gamma46.20Leverage Ratio-0.1255Theta-0.0101Rho-30.07Eff Leverage0.0522Vega