0.03Open0.05Pre Close2 Volume266 Open Interest4.00Strike Price6.00Turnover187.51%IV63.16%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0918Delta0.2069Gamma82.33Leverage Ratio-0.0059Theta0.0001Rho7.56Eff Leverage0.0007Vega