35.31Open36.10Pre Close12 Volume2.28K Open Interest270.00Strike Price42.68KTurnover660.93%IV0.89%PremiumJul 19, 2024Expiry Date36.31Intrinsic Value100Multiplier0DDays to Expiry2.74Extrinsic Value100Contract SizeAmericanOptions Type0.9709Delta0.0032Gamma8.38Leverage Ratio-16.8103Theta0.0003Rho8.14Eff Leverage0.0021Vega