0.03Open0.07Pre Close644 Volume7.36K Open Interest32.50Strike Price2.94KTurnover69.62%IV4.83%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0983Delta0.1438Gamma564.54Leverage Ratio-0.0550Theta0.0001Rho55.50Eff Leverage0.0030Vega