3.70Open3.09Pre Close1 Volume89 Open Interest70.00Strike Price370.00Turnover29.05%IV4.73%PremiumAug 16, 2024Expiry Date0.37Intrinsic Value100Multiplier23DDays to Expiry3.33Extrinsic Value100Contract SizeAmericanOptions Type0.5612Delta0.0752Gamma29.32Leverage Ratio-0.0488Theta0.0244Rho16.46Eff Leverage0.0711Vega