0.01Open0.04Pre Close24 Volume102 Open Interest7.00Strike Price42.00Turnover67.38%IV9.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.1053Delta0.3159Gamma255.33Leverage Ratio-0.0111Theta-0.0001Rho-26.88Eff Leverage0.0016Vega