6.25Open6.10Pre Close4 Volume275 Open Interest10.00Strike Price2.50KTurnover429.00%IV0.62%PremiumSep 20, 2024Expiry Date6.15Intrinsic Value100Multiplier1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9866Delta0.0094Gamma2.60Leverage Ratio-0.0200Theta0.0003Rho2.57Eff Leverage0.0003Vega