0.06Open0.05Pre Close1 Volume306 Open Interest35.00Strike Price6.00Turnover32.77%IV8.14%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.1098Delta0.0972Gamma324.20Leverage Ratio-0.0152Theta0.0011Rho35.61Eff Leverage0.0111Vega