0.02Open0.03Pre Close11 Volume62 Open Interest46.50Strike Price42.00Turnover33.61%IV3.22%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0803Delta0.1538Gamma1288.57Leverage Ratio-0.0338Theta0.0001Rho103.46Eff Leverage0.0043Vega