0.02Open0.01Pre Close35 Volume153 Open Interest5.50Strike Price42.00Turnover94.59%IV11.59%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0496Delta0.2185Gamma621.00Leverage Ratio-0.0080Theta0.0000Rho-30.83Eff Leverage0.0005Vega