0.07Open0.11Pre Close16 Volume770 Open Interest110.05Strike Price42.00Turnover325.19%IV29.12%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0086Delta0.0026Gamma3409.60Leverage Ratio-0.2425Theta0.0000Rho29.47Eff Leverage0.0006Vega