0.02Open0.05Pre Close2 Volume48 Open Interest60.00Strike Price3.00Turnover52.65%IV11.54%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0363Delta0.0250Gamma1195.56Leverage Ratio-0.0238Theta0.0002Rho43.35Eff Leverage0.0048Vega