2.25Open2.36Pre Close189 Volume1.99K Open Interest25.00Strike Price42.26KTurnover113.57%IV1.77%PremiumDec 6, 2024Expiry Date2.37Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.8504Delta0.1198Gamma9.05Leverage Ratio-0.1002Theta-0.0011Rho-7.70Eff Leverage0.0040Vega