3.70Open3.30Pre Close1 Volume42 Open Interest70.00Strike Price370.00Turnover41.50%IV0.20%PremiumDec 20, 2024Expiry Date3.57Intrinsic Value100Multiplier10DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.7666Delta0.0691Gamma16.20Leverage Ratio-0.0658Theta-0.0120Rho-12.42Eff Leverage0.0332Vega