0.03Open0.05Pre Close2 Volume4 Open Interest0.50Strike Price6.00Turnover246.19%IV31.69%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1630Delta0.8661Gamma22.94Leverage Ratio-0.0034Theta0.0000Rho-3.74Eff Leverage0.0003Vega