0.03Open0.05Pre Close1 Volume89 Open Interest28.50Strike Price3.00Turnover71.89%IV8.40%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0556Delta0.0869Gamma877.33Leverage Ratio-0.0284Theta0.0001Rho48.81Eff Leverage0.0020Vega