0.75Open0.34Pre Close5 Volume179 Open Interest5.00Strike Price375.00Turnover100.41%IV6.28%PremiumJan 17, 2025Expiry Date0.41Intrinsic Value100Multiplier12DDays to Expiry0.34Extrinsic Value100Contract SizeAmericanOptions Type0.7015Delta0.3490Gamma8.66Leverage Ratio-0.0147Theta0.0011Rho6.07Eff Leverage0.0034Vega