0.08Open0.10Pre Close7 Volume448 Open Interest155.00Strike Price42.00Turnover59.05%IV10.49%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type-0.0238Delta0.0057Gamma1922.89Leverage Ratio-0.0630Theta-0.0004Rho-45.80Eff Leverage0.0094Vega