0.01Open0.03Pre Close3 Volume112 Open Interest675.00Strike Price3.00Turnover45.82%IV15.12%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0013Delta0.0002Gamma58633.00Leverage Ratio-0.0088Theta0.0001Rho77.32Eff Leverage0.0026Vega