0.15Open0.30Pre Close25 Volume26 Open Interest34.00Strike Price375.00Turnover31.21%IV8.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1515Delta0.1022Gamma179.26Leverage Ratio-0.0139Theta0.0025Rho27.16Eff Leverage0.0173Vega