0.01Open0.01Pre Close42 Volume447 Open Interest42.50Strike Price42.00Turnover66.14%IV9.31%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0135Delta0.0165Gamma4685.00Leverage Ratio-0.0099Theta0.0000Rho-63.09Eff Leverage0.0011Vega