0.03Open0.05Pre Close1 Volume396 Open Interest3.00Strike Price3.00Turnover191.81%IV81.44%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1080Delta0.2741Gamma55.67Leverage Ratio-0.0038Theta0.0001Rho6.01Eff Leverage0.0007Vega