0.01Open0.01Pre Close6 Volume78 Open Interest93.00Strike Price6.00Turnover78.60%IV24.25%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0052Delta0.0024Gamma7486.00Leverage Ratio-0.0077Theta0.0000Rho38.87Eff Leverage0.0012Vega