0.01Open0.02Pre Close6 Volume7 Open Interest25.00Strike Price6.00Turnover43.74%IV8.64%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0273Delta0.0647Gamma2302.00Leverage Ratio-0.0070Theta0.0001Rho62.85Eff Leverage0.0014Vega