3.70Open3.50Pre Close1 Volume78 Open Interest55.00Strike Price370.00Turnover52.57%IV0.34%PremiumDec 6, 2024Expiry Date3.50Intrinsic Value100Multiplier3DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8949Delta0.0628Gamma16.25Leverage Ratio-0.0826Theta0.0043Rho14.54Eff Leverage0.0100Vega