0.03Open0.01Pre Close1 Volume357 Open Interest12.50Strike Price3.00Turnover87.48%IV21.53%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0597Delta0.0970Gamma343.67Leverage Ratio-0.0102Theta0.0001Rho20.51Eff Leverage0.0017Vega