16.65Open13.70Pre Close17 Volume44 Open Interest887.50Strike Price42.27KTurnover40.72%IV0.55%PremiumAug 16, 2024Expiry Date20.55Intrinsic Value100Multiplier2DDays to Expiry5.00Extrinsic Value100Contract SizeAmericanOptions Type0.7487Delta0.0098Gamma35.13Leverage Ratio-2.0386Theta0.0502Rho26.30Eff Leverage0.2535Vega