0.03Open0.01Pre Close2 Volume1.85K Open Interest48.00Strike Price6.00Turnover59.69%IV13.80%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0288Delta0.0237Gamma1406.83Leverage Ratio-0.0173Theta0.0001Rho40.48Eff Leverage0.0031Vega