2.95Open3.10Pre Close10 Volume234 Open Interest20.00Strike Price2.87KTurnover66.71%IV2.89%PremiumDec 20, 2024Expiry Date2.34Intrinsic Value100Multiplier32DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.6967Delta0.1017Gamma6.14Leverage Ratio-0.0176Theta-0.0108Rho-4.28Eff Leverage0.0183Vega