0.03Open0.02Pre Close1 Volume161 Open Interest35.50Strike Price3.00Turnover33.75%IV5.84%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0784Delta0.1133Gamma746.00Leverage Ratio-0.0189Theta0.0003Rho58.46Eff Leverage0.0056Vega