0.03Open0.06Pre Close2 Volume79 Open Interest42.00Strike Price6.00Turnover610.51%IV11.14%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0265Delta0.0211Gamma1574.33Leverage Ratio-2.2371Theta0.0000Rho-41.71Eff Leverage0.0003Vega