9.90Open10.60Pre Close3 Volume91 Open Interest14.00Strike Price2.97KTurnover290.94%IV1.97%PremiumDec 6, 2024Expiry Date9.44Intrinsic Value100Multiplier3DDays to Expiry0.46Extrinsic Value100Contract SizeAmericanOptions Type0.9746Delta0.0095Gamma2.48Leverage Ratio-0.0478Theta0.0012Rho2.42Eff Leverage0.0013Vega