0.22Open0.10Pre Close2 Volume333 Open Interest65.00Strike Price42.00Turnover36.74%IV1.80%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.2919Delta0.2072Gamma213.50Leverage Ratio-0.1760Theta0.0009Rho62.33Eff Leverage0.0155Vega