0.40Open0.18Pre Close761 Volume393 Open Interest73.50Strike Price42.69KTurnover33.49%IV1.08%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.62Extrinsic Value100Contract SizeAmericanOptions Type0.4627Delta0.2619Gamma138.36Leverage Ratio-0.2851Theta0.0013Rho64.02Eff Leverage0.0180Vega