3.70Open3.70Pre Close1 Volume38 Open Interest4800.00Strike Price370.00Turnover43.64%IV7.85%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type-0.0377Delta0.0003Gamma1406.77Leverage Ratio-2.0574Theta-0.0207Rho-53.10Eff Leverage0.4534Vega