0.03Open0.08Pre Close1 Volume515 Open Interest11.50Strike Price3.00Turnover134.88%IV25.46%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0586Delta0.0929Gamma306.33Leverage Ratio-0.0170Theta0.0001Rho17.94Eff Leverage0.0011Vega