3.70Open5.50Pre Close1 Volume4 Open Interest54.00Strike Price370.00Turnover45.15%IV0.73%PremiumDec 27, 2024Expiry Date3.28Intrinsic Value100Multiplier4DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.8934Delta0.0669Gamma16.60Leverage Ratio-0.0646Theta0.0054Rho14.83Eff Leverage0.0112Vega