0.03Open0.06Pre Close16 Volume245 Open Interest20.00Strike Price42.00Turnover65.02%IV5.31%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0707Delta0.2090Gamma950.50Leverage Ratio-0.0200Theta0.0000Rho67.19Eff Leverage0.0013Vega