16.65Open13.70Pre Close17 Volume41 Open Interest887.50Strike Price42.27KTurnover40.32%IV0.55%PremiumAug 16, 2024Expiry Date20.55Intrinsic Value100Multiplier2DDays to Expiry5.00Extrinsic Value100Contract SizeAmericanOptions Type0.7544Delta0.0100Gamma35.13Leverage Ratio-2.0305Theta0.0488Rho26.50Eff Leverage0.2457Vega