2.39Open3.00Pre Close159 Volume398 Open Interest144.00Strike Price42.50KTurnover80.83%IV0.90%PremiumJan 10, 2025Expiry Date1.20Intrinsic Value100Multiplier1DDays to Expiry1.30Extrinsic Value100Contract SizeAmericanOptions Type0.5994Delta0.0743Gamma53.19Leverage Ratio-1.4457Theta0.0017Rho31.88Eff Leverage0.0249Vega
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