0.03Open0.03Pre Close1 Volume717 Open Interest6.00Strike Price3.00Turnover95.91%IV13.99%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1186Delta0.3688Gamma176.33Leverage Ratio-0.0125Theta0.0001Rho20.92Eff Leverage0.0011Vega