0.03Open0.03Pre Close2 Volume103 Open Interest24.50Strike Price6.00Turnover43.84%IV6.99%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0630Delta0.0986Gamma751.71Leverage Ratio-0.0163Theta-0.0002Rho-47.36Eff Leverage0.0035Vega