0.03Open0.11Pre Close125 Volume106 Open Interest109.00Strike Price375.00Turnover8.13%IV0.89%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0885Delta0.2195Gamma3665.00Leverage Ratio-0.0205Theta-0.0006Rho-324.35Eff Leverage0.0143Vega