0.45Open0.35Pre Close114 Volume280 Open Interest30.00Strike Price6.06KTurnover47.27%IV1.17%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.5095Delta0.4013Gamma75.00Leverage Ratio-0.1348Theta0.0007Rho38.21Eff Leverage0.0084Vega