0.01Open0.01Pre Close6 Volume844 Open Interest573.00Strike Price6.00Turnover33.56%IV3.30%PremiumJul 18, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0044Delta0.0018Gamma55468.00Leverage Ratio-0.0724Theta0.0000Rho245.09Eff Leverage0.0028Vega