0.03Open0.05Pre Close2 Volume20.49K Open Interest78.50Strike Price6.00Turnover8.57%IV1.15%PremiumNov 22, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0923Delta0.2383Gamma2646.00Leverage Ratio-0.0136Theta-0.0007Rho-244.13Eff Leverage0.0133Vega