0.05Open0.09Pre Close13 Volume726 Open Interest46.00Strike Price42.00Turnover29.66%IV5.51%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0530Delta0.0796Gamma1454.17Leverage Ratio-0.0163Theta0.0003Rho77.07Eff Leverage0.0049Vega