0.03Open0.40Pre Close1 Volume43 Open Interest205.00Strike Price3.00Turnover1026.47%IV17.09%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0051Delta0.0008Gamma8240.67Leverage Ratio-6.1344Theta0.0000Rho-41.81Eff Leverage0.0003Vega