0.03Open0.04Pre Close1 Volume3.90K Open Interest125.00Strike Price3.00Turnover66.84%IV15.11%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0107Delta0.0026Gamma3680.50Leverage Ratio-0.0267Theta-0.0002Rho-39.43Eff Leverage0.0045Vega