0.03Open0.06Pre Close16 Volume245 Open Interest20.00Strike Price42.00Turnover55.93%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0707Delta0.2092Gamma950.50Leverage Ratio-0.0198Theta0.0000Rho67.22Eff Leverage0.0016Vega