0.37Open0.20Pre Close10 Volume56 Open Interest2.50Strike Price370.00Turnover135.31%IV9.36%PremiumAug 16, 2024Expiry Date0.15Intrinsic Value100Multiplier12DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5438Delta0.6643Gamma7.23Leverage Ratio-0.0092Theta-0.0005Rho-3.93Eff Leverage0.0018Vega