0.04Open0.05Pre Close11 Volume85 Open Interest32.50Strike Price42.00Turnover97.96%IV6.45%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0378Delta0.0630Gamma1736.00Leverage Ratio-0.0942Theta0.0000Rho-65.54Eff Leverage0.0011Vega