0.03Open0.04Pre Close1 Volume742 Open Interest45.50Strike Price3.00Turnover52.72%IV3.75%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0599Delta0.1033Gamma1574.67Leverage Ratio-0.0842Theta-0.0001Rho-94.35Eff Leverage0.0026Vega