3.80Open4.64Pre Close1 Volume12 Open Interest95.00Strike Price380.00Turnover34.35%IV1.04%PremiumAug 16, 2024Expiry Date2.78Intrinsic Value100Multiplier24DDays to Expiry1.02Extrinsic Value100Contract SizeAmericanOptions Type0.6588Delta0.0422Gamma20.59Leverage Ratio-0.0743Theta0.0397Rho13.56Eff Leverage0.0929Vega