3.70Open7.10Pre Close1 Volume15 Open Interest290.00Strike Price370.00Turnover28.73%IV0.95%PremiumDec 27, 2024Expiry Date0.96Intrinsic Value100Multiplier2DDays to Expiry2.74Extrinsic Value100Contract SizeAmericanOptions Type-0.5525Delta0.0632Gamma97.16Leverage Ratio-0.6718Theta-0.0085Rho-53.68Eff Leverage0.0862Vega