8.45Open10.90Pre Close49 Volume563 Open Interest550.00Strike Price42.34KTurnover24.76%IV0.49%PremiumJul 26, 2024Expiry Date4.70Intrinsic Value100Multiplier2DDays to Expiry2.71Extrinsic Value100Contract SizeAmericanOptions Type0.6602Delta0.0297Gamma71.57Leverage Ratio-0.8862Theta0.0289Rho47.25Eff Leverage0.1823Vega