0.03Open0.03Pre Close770 Volume3.67K Open Interest9.50Strike Price3.04KTurnover91.23%IV9.12%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0776Delta0.2089Gamma416.80Leverage Ratio-0.0209Theta0.0000Rho-32.35Eff Leverage0.0011Vega