0.01Open0.03Pre Close22 Volume894 Open Interest19.00Strike Price43.00Turnover20.60%IV3.20%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0815Delta0.3688Gamma921.50Leverage Ratio-0.0069Theta0.0002Rho75.07Eff Leverage0.0030Vega