10.65Open9.61Pre Close38 Volume132 Open Interest80.00Strike Price42.06KTurnover118.87%IV0.32%PremiumNov 29, 2024Expiry Date11.31Intrinsic Value100Multiplier2DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type0.9305Delta0.0158Gamma8.03Leverage Ratio-0.2197Theta0.0044Rho7.47Eff Leverage0.0095Vega