0.05Open0.02Pre Close2 Volume56 Open Interest48.50Strike Price6.00Turnover85.34%IV14.30%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0119Delta0.0126Gamma4244.00Leverage Ratio-0.0099Theta0.0000Rho50.64Eff Leverage0.0009Vega