3.77Open4.75Pre Close1 Volume27 Open Interest85.00Strike Price377.00Turnover40.44%IV0.25%PremiumDec 6, 2024Expiry Date3.55Intrinsic Value100Multiplier2DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9412Delta0.0414Gamma22.85Leverage Ratio-0.0682Theta0.0049Rho21.51Eff Leverage0.0082Vega