3.80Open3.36Pre Close1 Volume154 Open Interest50.00Strike Price380.00Turnover30.41%IV2.13%PremiumSep 20, 2024Expiry Date2.68Intrinsic Value100Multiplier21DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.7942Delta0.0739Gamma15.73Leverage Ratio-0.0316Theta0.0222Rho12.49Eff Leverage0.0361Vega