0.03Open0.05Pre Close1 Volume7 Open Interest24.50Strike Price3.00Turnover103.83%IV9.57%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0579Delta0.0938Gamma746.29Leverage Ratio-0.0300Theta0.0000Rho43.22Eff Leverage0.0014Vega