0.04Open0.03Pre Close12 Volume101 Open Interest79.00Strike Price42.00Turnover48.80%IV8.37%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0240Delta0.0147Gamma2462.29Leverage Ratio-0.0265Theta-0.0002Rho-58.97Eff Leverage0.0044Vega