0.01Open0.02Pre Close42 Volume459 Open Interest6.50Strike Price42.00Turnover235.98%IV40.91%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0331Delta0.0901Gamma462.00Leverage Ratio-0.0092Theta0.0000Rho15.29Eff Leverage0.0003Vega