0.05Open0.07Pre Close2 Volume79 Open Interest24.00Strike Price6.00Turnover63.25%IV3.67%PremiumJul 5, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0476Delta0.1943Gamma2316.00Leverage Ratio-0.0543Theta0.0000Rho110.33Eff Leverage0.0008Vega