0.06Open0.07Pre Close1 Volume43 Open Interest56.00Strike Price6.00Turnover45.28%IV7.72%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.0594Delta0.0494Gamma867.33Leverage Ratio-0.0333Theta0.0003Rho51.49Eff Leverage0.0062Vega