0.07Open0.12Pre Close6 Volume275 Open Interest22.00Strike Price42.00Turnover54.79%IV9.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.1975Delta0.1461Gamma100.95Leverage Ratio-0.0250Theta0.0011Rho19.94Eff Leverage0.0096Vega