0.21Open0.30Pre Close2 Volume822 Open Interest17.50Strike Price42.00Turnover68.71%IV14.15%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type-0.1155Delta0.0773Gamma134.27Leverage Ratio-0.0198Theta-0.0008Rho-15.51Eff Leverage0.0071Vega