0.03Open0.04Pre Close1 Volume59 Open Interest92.00Strike Price3.00Turnover1.73%IV0.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1515Delta0.6140Gamma3045.67Leverage Ratio-0.0036Theta0.0081Rho461.39Eff Leverage0.0465Vega