0.03Open0.05Pre Close2 Volume607 Open Interest33.50Strike Price6.00Turnover16.78%IV1.81%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1238Delta0.4149Gamma1097.83Leverage Ratio-0.0167Theta0.0003Rho135.86Eff Leverage0.0060Vega