5.80Open5.50Pre Close82 Volume360 Open Interest177.50Strike Price42.58KTurnover245.10%IV0.17%PremiumDec 6, 2024Expiry Date4.67Intrinsic Value100Multiplier0DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8941Delta0.0524Gamma37.17Leverage Ratio-12.6864Theta-0.0001Rho-33.23Eff Leverage0.0026Vega