0.43Open0.25Pre Close1 Volume2 Open Interest0.50Strike Price43.00Turnover560.40%IV10.85%PremiumNov 15, 2024Expiry Date0.34Intrinsic Value100Multiplier25DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.8626Delta0.1771Gamma1.53Leverage Ratio-0.0055Theta0.0001Rho1.32Eff Leverage0.0005Vega