0.03Open0.06Pre Close16 Volume245 Open Interest20.00Strike Price42.00Turnover95.34%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0706Delta0.2087Gamma950.50Leverage Ratio-0.0910Theta0.0000Rho67.13Eff Leverage0.0009Vega