0.03Open0.11Pre Close1 Volume43 Open Interest47.00Strike Price3.00Turnover21.05%IV7.81%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0415Delta0.0492Gamma1454.17Leverage Ratio-0.0057Theta0.0007Rho60.39Eff Leverage0.0076Vega