0.03Open0.02Pre Close2 Volume30 Open Interest17.50Strike Price6.00Turnover80.00%IV20.65%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0480Delta0.0638Gamma484.33Leverage Ratio-0.0109Theta0.0001Rho23.26Eff Leverage0.0020Vega