0.03Open0.05Pre Close1 Volume61 Open Interest85.00Strike Price3.00Turnover34.93%IV7.25%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0279Delta0.0225Gamma2642.67Leverage Ratio-0.0192Theta0.0002Rho73.68Eff Leverage0.0052Vega