3.60Open3.50Pre Close7 Volume320 Open Interest92.50Strike Price2.97KTurnover36.18%IV3.40%PremiumDec 20, 2024Expiry Date1.15Intrinsic Value100Multiplier26DDays to Expiry3.18Extrinsic Value100Contract SizeAmericanOptions Type0.5825Delta0.0431Gamma21.53Leverage Ratio-0.0744Theta0.0359Rho12.54Eff Leverage0.0978Vega