0.03Open0.05Pre Close2 Volume637 Open Interest140.00Strike Price6.00Turnover29.24%IV18.66%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0106Delta0.0033Gamma3933.67Leverage Ratio-0.0053Theta0.0007Rho41.81Eff Leverage0.0082Vega