5.50Open3.21Pre Close81 Volume384 Open Interest175.00Strike Price42.36KTurnover25.01%IV0.70%PremiumNov 15, 2024Expiry Date3.45Intrinsic Value100Multiplier7DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.7235Delta0.0529Gamma37.97Leverage Ratio-0.1630Theta0.0250Rho27.47Eff Leverage0.0845Vega