0.05Open0.10Pre Close8 Volume172 Open Interest145.00Strike Price43.00Turnover58.63%IV9.96%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0223Delta0.0087Gamma2638.20Leverage Ratio-0.0451Theta0.0002Rho58.78Eff Leverage0.0055Vega