0.35Open0.50Pre Close8 Volume440 Open Interest91.00Strike Price370.00Turnover38.73%IV1.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4393Delta0.1332Gamma95.23Leverage Ratio-0.2545Theta0.0028Rho41.84Eff Leverage0.0301Vega