0.04Open0.04Pre Close26 Volume432 Open Interest15.00Strike Price42.00Turnover33.86%IV6.15%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0491Delta0.2050Gamma1414.00Leverage Ratio-0.0056Theta0.0001Rho69.40Eff Leverage0.0015Vega