0.03Open0.05Pre Close2 Volume283 Open Interest4.00Strike Price6.00Turnover97.45%IV46.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0985Delta0.2426Gamma92.00Leverage Ratio-0.0024Theta0.0002Rho9.06Eff Leverage0.0013Vega