0.03Open0.06Pre Close2 Volume340 Open Interest36.00Strike Price6.00Turnover65.27%IV5.60%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0605Delta0.1029Gamma1137.33Leverage Ratio-0.0674Theta0.0001Rho68.82Eff Leverage0.0021Vega