0.03Open0.05Pre Close2 Volume859 Open Interest32.50Strike Price6.00Turnover22.44%IV4.00%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0805Delta0.1800Gamma1042.67Leverage Ratio-0.0117Theta0.0003Rho83.96Eff Leverage0.0055Vega