0.42Open0.51Pre Close1 Volume74 Open Interest185.00Strike Price42.00Turnover25.45%IV2.35%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type-0.1732Delta0.0573Gamma450.07Leverage Ratio-0.1786Theta-0.0027Rho-77.94Eff Leverage0.0449Vega