0.07Open0.07Pre Close6 Volume0 Open Interest49.50Strike Price42.00Turnover98.21%IV21.05%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0431Delta0.0206Gamma546.00Leverage Ratio-0.0395Theta0.0002Rho23.51Eff Leverage0.0041Vega