0.03Open0.10Pre Close1 Volume61 Open Interest22.50Strike Price3.00Turnover64.46%IV2.62%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1145Delta0.3630Gamma769.17Leverage Ratio-0.1088Theta0.0000Rho-88.04Eff Leverage0.0016Vega