3.70Open2.80Pre Close1 Volume4 Open Interest56.00Strike Price370.00Turnover33.24%IV0.51%PremiumJul 19, 2024Expiry Date3.40Intrinsic Value100Multiplier4DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9402Delta0.0515Gamma16.97Leverage Ratio-0.0330Theta0.0071Rho15.96Eff Leverage0.0082Vega