0.15Open0.15Pre Close22 Volume361 Open Interest2.00Strike Price375.00Turnover176.56%IV6.74%PremiumDec 20, 2024Expiry Date0.07Intrinsic Value100Multiplier9DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.4957Delta0.7538Gamma7.72Leverage Ratio-0.0122Theta-0.0003Rho-3.83Eff Leverage0.0012Vega