2.66Open3.10Pre Close10 Volume6 Open Interest24.50Strike Price3.01KTurnover638.06%IV1.24%PremiumNov 29, 2024Expiry Date2.78Intrinsic Value100Multiplier0DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type-0.7053Delta0.0837Gamma6.25Leverage Ratio-2.2336Theta-0.0002Rho-4.41Eff Leverage0.0022Vega