0.03Open0.05Pre Close1 Volume23 Open Interest640.00Strike Price3.00Turnover67.72%IV18.81%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0030Delta0.0003Gamma17957.00Leverage Ratio-0.0273Theta0.0001Rho54.38Eff Leverage0.0046Vega