3.03Open1.30Pre Close10 Volume28 Open Interest46.00Strike Price3.03KTurnover3001.64%IV0.68%PremiumSep 13, 2024Expiry Date2.70Intrinsic Value100Multiplier-1DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type0.9099Delta0.0769Gamma17.39Leverage Ratio-220.4813Theta0.0000Rho15.82Eff Leverage0.0001Vega