0.61Open1.05Pre Close6 Volume50 Open Interest687.50Strike Price370.00Turnover45.09%IV6.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type-0.0450Delta0.0031Gamma1405.52Leverage Ratio-0.3857Theta-0.0027Rho-63.30Eff Leverage0.0643Vega