0.02Open0.03Pre Close21 Volume25 Open Interest16.50Strike Price42.00Turnover130.35%IV30.90%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0311Delta0.0405Gamma631.00Leverage Ratio-0.0124Theta0.0000Rho19.63Eff Leverage0.0009Vega