0.03Open0.01Pre Close14 Volume221 Open Interest20.50Strike Price42.00Turnover62.95%IV3.58%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.1140Delta0.3527Gamma660.67Leverage Ratio-0.0744Theta0.0000Rho75.34Eff Leverage0.0017Vega