0.01Open0.01Pre Close6 Volume21 Open Interest90.00Strike Price6.00Turnover76.83%IV20.29%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0033Delta0.0010Gamma11290.00Leverage Ratio-0.0074Theta0.0000Rho-37.54Eff Leverage0.0013Vega