3.75Open4.50Pre Close1 Volume2.11K Open Interest35.00Strike Price375.00Turnover51.52%IV6.81%PremiumAug 16, 2024Expiry Date1.28Intrinsic Value100Multiplier23DDays to Expiry2.47Extrinsic Value100Contract SizeAmericanOptions Type0.6385Delta0.0792Gamma13.31Leverage Ratio-0.0411Theta0.0132Rho8.50Eff Leverage0.0344Vega