0.02Open0.03Pre Close11 Volume68 Open Interest46.50Strike Price42.00Turnover39.07%IV3.22%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1003Delta0.1657Gamma902.00Leverage Ratio-0.0493Theta0.0002Rho90.51Eff Leverage0.0048Vega