0.02Open0.15Pre Close3 Volume32 Open Interest162.50Strike Price6.00Turnover33.42%IV8.40%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0113Delta0.0057Gamma7496.00Leverage Ratio-0.0143Theta0.0002Rho84.50Eff Leverage0.0046Vega