0.03Open0.02Pre Close1 Volume439 Open Interest195.00Strike Price3.00Turnover70.64%IV10.38%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0116Delta0.0040Gamma5889.67Leverage Ratio-0.0300Theta0.0001Rho68.49Eff Leverage0.0033Vega