0.03Open0.05Pre Close1 Volume178 Open Interest48.50Strike Price3.00Turnover39.06%IV6.78%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0372Delta0.0477Gamma1515.00Leverage Ratio-0.0167Theta0.0002Rho56.43Eff Leverage0.0035Vega