0.03Open0.05Pre Close1 Volume138 Open Interest27.00Strike Price3.00Turnover70.40%IV14.29%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0374Delta0.0475Gamma946.00Leverage Ratio-0.0151Theta0.0001Rho35.38Eff Leverage0.0020Vega