0.04Open0.04Pre Close2 Volume74 Open Interest49.50Strike Price6.00Turnover20.96%IV1.93%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0758Delta0.2414Gamma2429.00Leverage Ratio-0.0200Theta0.0001Rho184.07Eff Leverage0.0040Vega