0.02Open0.03Pre Close18 Volume261 Open Interest31.00Strike Price43.00Turnover39.84%IV7.26%PremiumOct 4, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0502Delta0.0856Gamma1157.20Leverage Ratio-0.0137Theta0.0002Rho58.11Eff Leverage0.0031Vega