0.58Open0.40Pre Close32 Volume450 Open Interest11.10Strike Price2.87KTurnover71.35%IV2.45%PremiumDec 27, 2024Expiry Date0.76Intrinsic Value100Multiplier3DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.8526Delta0.2961Gamma14.38Leverage Ratio-0.0298Theta0.0008Rho12.26Eff Leverage0.0025Vega