0.01Open0.05Pre Close14 Volume627 Open Interest12.00Strike Price42.00Turnover22.18%IV6.36%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.1402Delta0.3894Gamma283.00Leverage Ratio-0.0035Theta0.0008Rho39.69Eff Leverage0.0057Vega