6.25Open6.10Pre Close4 Volume275 Open Interest10.00Strike Price2.50KTurnover479.94%IV0.62%PremiumSep 20, 2024Expiry Date6.15Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9770Delta0.0132Gamma2.63Leverage Ratio-0.0400Theta0.0003Rho2.57Eff Leverage0.0005Vega