0.03Open0.07Pre Close1 Volume249 Open Interest20.50Strike Price3.00Turnover62.41%IV8.62%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0546Delta0.0873Gamma746.67Leverage Ratio-0.0197Theta-0.0001Rho-40.78Eff Leverage0.0022Vega