3.21Open3.97Pre Close9 Volume951 Open Interest95.00Strike Price3.03KTurnover27.40%IV0.57%PremiumDec 6, 2024Expiry Date2.64Intrinsic Value100Multiplier1DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type0.9592Delta0.0621Gamma36.43Leverage Ratio-0.0348Theta0.0025Rho34.94Eff Leverage0.0045Vega