0.03Open0.11Pre Close1 Volume43 Open Interest47.00Strike Price3.00Turnover20.80%IV7.68%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0420Delta0.0503Gamma1455.81Leverage Ratio-0.0057Theta0.0007Rho61.14Eff Leverage0.0077Vega