0.03Open0.05Pre Close2 Volume22 Open Interest2.50Strike Price6.00Turnover130.78%IV30.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier14DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0664Delta0.1392Gamma119.00Leverage Ratio-0.0040Theta-0.0001Rho-7.91Eff Leverage0.0009Vega