0.03Open0.06Pre Close2 Volume340 Open Interest36.00Strike Price6.00Turnover67.37%IV5.80%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0587Delta0.0970Gamma1135.17Leverage Ratio-0.0300Theta0.0001Rho66.66Eff Leverage0.0021Vega