3.70Open2.80Pre Close1 Volume4 Open Interest56.00Strike Price370.00Turnover30.76%IV0.51%PremiumJul 19, 2024Expiry Date3.40Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.9437Delta0.0501Gamma16.97Leverage Ratio-0.0289Theta0.0081Rho16.02Eff Leverage0.0083Vega