0.78Open0.38Pre Close445 Volume565 Open Interest13.50Strike Price42.70KTurnover1882.15%IV0.21%PremiumDec 11, 2024Expiry Date1.06Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.7958Delta0.2004Gamma11.84Leverage Ratio-20.8207Theta0.0000Rho9.42Eff Leverage0.0002Vega