0.03Open0.02Pre Close6.64K Volume11.54K Open Interest31.00Strike Price42.81KTurnover26.78%IV2.01%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1627Delta0.4660Gamma676.44Leverage Ratio-0.0393Theta0.0002Rho110.03Eff Leverage0.0048Vega