0.03Open0.08Pre Close2 Volume6 Open Interest2525.00Strike Price6.00Turnover70.81%IV3.99%PremiumNov 27, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeEuropeanOptions Type0.0029Delta0.0003Gamma80939.75Leverage Ratio-1.0551Theta0.0000Rho236.12Eff Leverage0.0043Vega