0.10Open0.05Pre Close3.12K Volume205 Open Interest42.50Strike Price42.77KTurnover32.18%IV11.36%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1381Delta0.0662Gamma170.58Leverage Ratio-0.0145Theta0.0037Rho23.56Eff Leverage0.0228Vega