0.03Open0.05Pre Close2 Volume6 Open Interest0.50Strike Price6.00Turnover331.11%IV24.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.2096Delta1.3541Gamma20.72Leverage Ratio-0.0082Theta0.0000Rho-4.34Eff Leverage0.0002Vega