0.03Open0.01Pre Close2 Volume103 Open Interest28.00Strike Price6.00Turnover240.65%IV3.43%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0960Delta0.2534Gamma903.33Leverage Ratio-1.4470Theta0.0000Rho86.75Eff Leverage0.0005Vega