0.37Open0.25Pre Close10 Volume262 Open Interest105.00Strike Price370.00Turnover43.79%IV8.04%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.0995Delta0.0322Gamma390.12Leverage Ratio-0.0784Theta0.0015Rho38.83Eff Leverage0.0217Vega