0.03Open0.60Pre Close2 Volume256 Open Interest83.00Strike Price6.00Turnover91.78%IV0.87%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1087Delta0.3261Gamma2790.00Leverage Ratio-2.5964Theta0.0000Rho-303.20Eff Leverage0.0012Vega