0.03Open0.11Pre Close1 Volume43 Open Interest47.00Strike Price3.00Turnover19.68%IV6.96%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0436Delta0.0541Gamma1465.67Leverage Ratio-0.0055Theta0.0007Rho63.88Eff Leverage0.0080Vega