0.01Open0.03Pre Close3 Volume95 Open Interest36.50Strike Price3.00Turnover47.09%IV9.79%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0192Delta0.0223Gamma2696.75Leverage Ratio-0.0090Theta-0.0001Rho-51.85Eff Leverage0.0021Vega