0.15Open0.30Pre Close25 Volume26 Open Interest34.00Strike Price375.00Turnover32.02%IV8.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.1514Delta0.1020Gamma179.26Leverage Ratio-0.0146Theta0.0024Rho27.14Eff Leverage0.0168Vega