0.70Open0.42Pre Close935 Volume2.30K Open Interest24.00Strike Price42.52KTurnover50.36%IV0.29%PremiumSep 27, 2024Expiry Date0.37Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7533Delta0.5663Gamma53.56Leverage Ratio-0.1209Theta0.0004Rho40.35Eff Leverage0.0035Vega