2.25Open2.36Pre Close189 Volume1.99K Open Interest25.00Strike Price42.26KTurnover118.78%IV1.33%PremiumDec 6, 2024Expiry Date2.47Intrinsic Value100Multiplier2DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type-0.8551Delta0.1125Gamma8.67Leverage Ratio-0.1008Theta-0.0011Rho-7.41Eff Leverage0.0039Vega