4.48Open2.55Pre Close7 Volume16 Open Interest135.00Strike Price3.03KTurnover18.89%IV0.61%PremiumOct 18, 2024Expiry Date3.50Intrinsic Value100Multiplier15DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.7385Delta0.0683Gamma32.07Leverage Ratio-0.0442Theta-0.0304Rho-23.69Eff Leverage0.0867Vega