0.25Open0.65Pre Close14 Volume871 Open Interest4.50Strike Price377.00Turnover48.85%IV1.49%PremiumDec 20, 2024Expiry Date0.21Intrinsic Value100Multiplier6DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.7834Delta1.0133Gamma18.84Leverage Ratio-0.0079Theta0.0005Rho14.76Eff Leverage0.0017Vega