0.03Open0.05Pre Close14 Volume3.24K Open Interest136.00Strike Price42.00Turnover29.71%IV4.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0256Delta0.0191Gamma4323.00Leverage Ratio-0.0262Theta0.0002Rho110.56Eff Leverage0.0063Vega