0.03Open0.04Pre Close2 Volume12 Open Interest74.00Strike Price6.00Turnover156.83%IV16.18%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0120Delta0.0045Gamma2941.67Leverage Ratio-0.1056Theta0.0000Rho-35.44Eff Leverage0.0014Vega