0.03Open0.05Pre Close2 Volume300 Open Interest5.50Strike Price6.00Turnover201.00%IV37.22%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0838Delta0.1808Gamma134.33Leverage Ratio-0.0147Theta0.0000Rho11.25Eff Leverage0.0007Vega