6.36Open7.00Pre Close4 Volume500 Open Interest105.00Strike Price2.54KTurnover35.12%IV0.05%PremiumSep 20, 2024Expiry Date6.31Intrinsic Value100Multiplier6DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.9075Delta0.0397Gamma15.30Leverage Ratio-0.0482Theta-0.0109Rho-13.88Eff Leverage0.0214Vega