0.03Open0.03Pre Close2 Volume56 Open Interest33.50Strike Price6.00Turnover29.93%IV5.26%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0432Delta0.0821Gamma1766.50Leverage Ratio-0.0108Theta-0.0002Rho-76.40Eff Leverage0.0034Vega