0.25Open0.43Pre Close197 Volume446 Open Interest2.00Strike Price5.99KTurnover108.61%IV8.49%PremiumAug 16, 2024Expiry Date0.12Intrinsic Value100Multiplier24DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.6406Delta0.6243Gamma7.07Leverage Ratio-0.0047Theta0.0007Rho4.53Eff Leverage0.0021Vega