0.42Open0.51Pre Close1 Volume74 Open Interest185.00Strike Price42.00Turnover25.22%IV2.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.1731Delta0.0573Gamma450.07Leverage Ratio-0.1754Theta-0.0027Rho-77.92Eff Leverage0.0453Vega