0.04Open0.04Pre Close2 Volume74 Open Interest49.50Strike Price6.00Turnover20.46%IV1.52%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.1252Delta0.3642Gamma2439.00Leverage Ratio-0.0349Theta0.0002Rho305.33Eff Leverage0.0057Vega