0.05Open0.02Pre Close2 Volume93 Open Interest113.00Strike Price6.00Turnover35.86%IV10.29%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0075Delta0.0050Gamma10247.00Leverage Ratio-0.0068Theta0.0001Rho76.51Eff Leverage0.0024Vega