11.00Open6.06Pre Close36 Volume292 Open Interest165.00Strike Price42.95KTurnover43.07%IV2.62%PremiumAug 16, 2024Expiry Date8.11Intrinsic Value100Multiplier20DDays to Expiry4.54Extrinsic Value100Contract SizeAmericanOptions Type0.7089Delta0.0194Gamma14.43Leverage Ratio-0.1652Theta0.0621Rho10.23Eff Leverage0.1406Vega