0.03Open0.02Pre Close2 Volume531 Open Interest5.00Strike Price6.00Turnover170.57%IV19.19%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1152Delta0.3444Gamma140.67Leverage Ratio-0.0217Theta0.0000Rho16.21Eff Leverage0.0006Vega