0.01Open0.02Pre Close3 Volume21 Open Interest8.50Strike Price3.00Turnover63.17%IV8.91%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0700Delta0.2136Gamma466.00Leverage Ratio-0.0094Theta-0.0001Rho-32.63Eff Leverage0.0013Vega