10.65Open9.61Pre Close38 Volume142 Open Interest80.00Strike Price42.06KTurnover81.29%IV0.32%PremiumNov 29, 2024Expiry Date11.31Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9807Delta0.0079Gamma8.03Leverage Ratio-0.0477Theta0.0050Rho7.87Eff Leverage0.0034Vega