2.25Open2.36Pre Close189 Volume1.99K Open Interest25.00Strike Price42.26KTurnover121.21%IV1.75%PremiumDec 6, 2024Expiry Date2.38Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.8493Delta0.1134Gamma9.05Leverage Ratio-0.1070Theta-0.0011Rho-7.69Eff Leverage0.0040Vega