0.50Open0.26Pre Close62 Volume1.10K Open Interest6.50Strike Price3.05KTurnover132.02%IV0.35%PremiumNov 29, 2024Expiry Date0.68Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8558Delta0.3264Gamma9.90Leverage Ratio-0.0390Theta0.0003Rho8.47Eff Leverage0.0012Vega