0.03Open0.05Pre Close1 Volume473 Open Interest39.00Strike Price3.00Turnover45.70%IV10.82%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0291Delta0.0366Gamma1761.00Leverage Ratio-0.0111Theta0.0001Rho51.26Eff Leverage0.0026Vega