3.75Open4.50Pre Close1 Volume2.11K Open Interest35.00Strike Price375.00Turnover56.50%IV6.68%PremiumAug 16, 2024Expiry Date1.33Intrinsic Value100Multiplier23DDays to Expiry2.43Extrinsic Value100Contract SizeAmericanOptions Type0.6258Delta0.0731Gamma12.42Leverage Ratio-0.0451Theta0.0128Rho7.77Eff Leverage0.0347Vega