0.08Open0.10Pre Close5 Volume69 Open Interest114.00Strike Price42.00Turnover26.98%IV4.01%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type-0.0707Delta0.0408Gamma1130.29Leverage Ratio-0.0517Theta-0.0008Rho-79.89Eff Leverage0.0166Vega