0.03Open0.04Pre Close2 Volume720 Open Interest20.00Strike Price6.00Turnover80.97%IV37.95%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier15DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0335Delta0.0309Gamma484.00Leverage Ratio-0.0056Theta0.0002Rho16.22Eff Leverage0.0022Vega