0.03Open0.04Pre Close2 Volume23.15K Open Interest6.00Strike Price6.00Turnover165.52%IV22.06%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0967Delta0.2449Gamma164.67Leverage Ratio-0.0198Theta0.0000Rho15.92Eff Leverage0.0007Vega