0.01Open0.04Pre Close32 Volume825 Open Interest18.50Strike Price42.00Turnover231.98%IV27.29%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.0300Delta0.0378Gamma727.50Leverage Ratio-0.0200Theta0.0000Rho21.81Eff Leverage0.0005Vega