0.05Open0.15Pre Close6 Volume353 Open Interest80.00Strike Price42.00Turnover52.43%IV16.12%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0227Delta0.0063Gamma1270.67Leverage Ratio-0.0198Theta-0.0006Rho-28.79Eff Leverage0.0088Vega