0.01Open0.01Pre Close3 Volume6 Open Interest187.50Strike Price3.00Turnover46.78%IV14.43%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0040Delta0.0014Gamma16386.00Leverage Ratio-0.0077Theta0.0001Rho65.39Eff Leverage0.0021Vega