0.04Open0.12Pre Close55 Volume484 Open Interest83.00Strike Price370.00Turnover25.61%IV3.42%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0574Delta0.0700Gamma2008.00Leverage Ratio-0.0321Theta0.0003Rho115.22Eff Leverage0.0074Vega