0.03Open0.06Pre Close1 Volume97 Open Interest23.50Strike Price3.00Turnover57.17%IV3.02%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1167Delta0.3694Gamma761.33Leverage Ratio-0.0856Theta0.0000Rho88.85Eff Leverage0.0018Vega