3.70Open5.70Pre Close1 Volume86 Open Interest70.00Strike Price370.00Turnover34.00%IV2.05%PremiumAug 16, 2024Expiry Date2.31Intrinsic Value100Multiplier23DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type-0.6245Delta0.0662Gamma18.93Leverage Ratio-0.0419Theta-0.0240Rho-11.83Eff Leverage0.0652Vega