5.50Open3.21Pre Close81 Volume395 Open Interest175.00Strike Price42.36KTurnover16.12%IV0.70%PremiumNov 15, 2024Expiry Date3.45Intrinsic Value100Multiplier8DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.8113Delta0.0645Gamma44.06Leverage Ratio-0.0907Theta0.0298Rho35.75Eff Leverage0.0701Vega