0.01Open0.01Pre Close42 Volume16 Open Interest17.50Strike Price42.00Turnover137.73%IV38.42%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0159Delta0.0216Gamma1265.00Leverage Ratio-0.0068Theta0.0000Rho20.11Eff Leverage0.0005Vega