2.80Open2.82Pre Close12 Volume68 Open Interest60.00Strike Price3.37KTurnover29.86%IV3.09%PremiumDec 20, 2024Expiry Date0.77Intrinsic Value100Multiplier32DDays to Expiry1.88Extrinsic Value100Contract SizeAmericanOptions Type0.5916Delta0.0726Gamma22.93Leverage Ratio-0.0370Theta0.0289Rho13.57Eff Leverage0.0695Vega