3.55Open4.40Pre Close8 Volume17 Open Interest80.00Strike Price2.84KTurnover33.49%IV1.77%PremiumNov 15, 2024Expiry Date2.17Intrinsic Value100Multiplier15DDays to Expiry1.38Extrinsic Value100Contract SizeAmericanOptions Type-0.6338Delta0.0706Gamma23.23Leverage Ratio-0.0603Theta-0.0190Rho-14.72Eff Leverage0.0605Vega