0.03Open0.12Pre Close1 Volume48 Open Interest457.50Strike Price3.00Turnover40.28%IV6.87%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0277Delta0.0033Gamma2396.15Leverage Ratio-0.1409Theta-0.0012Rho-66.32Eff Leverage0.0301Vega