0.03Open0.02Pre Close1 Volume2.99K Open Interest14.00Strike Price3.00Turnover46.02%IV14.25%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0679Delta0.1264Gamma409.33Leverage Ratio-0.0055Theta0.0003Rho27.79Eff Leverage0.0030Vega