0.01Open0.03Pre Close6 Volume816 Open Interest14.00Strike Price6.00Turnover44.36%IV8.90%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0414Delta0.1466Gamma1286.50Leverage Ratio-0.0057Theta0.0001Rho53.32Eff Leverage0.0012Vega