0.65Open0.75Pre Close6 Volume1.76K Open Interest13.00Strike Price375.00Turnover36.39%IV0.52%PremiumDec 20, 2024Expiry Date0.55Intrinsic Value100Multiplier4DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.8526Delta0.4161Gamma22.58Leverage Ratio-0.0151Theta0.0014Rho19.25Eff Leverage0.0035Vega