0.03Open0.30Pre Close2 Volume11 Open Interest132.00Strike Price6.00Turnover110.81%IV10.70%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0115Delta0.0041Gamma4926.00Leverage Ratio-0.1339Theta0.0000Rho-56.84Eff Leverage0.0020Vega