9.62Open9.20Pre Close3 Volume6 Open Interest160.00Strike Price2.99KTurnover54.88%IV0.57%PremiumNov 29, 2024Expiry Date9.17Intrinsic Value100Multiplier4DDays to Expiry0.96Extrinsic Value100Contract SizeAmericanOptions Type0.8374Delta0.0247Gamma16.70Leverage Ratio-0.3076Theta0.0152Rho13.98Eff Leverage0.0447Vega