0.04Open0.12Pre Close55 Volume484 Open Interest83.00Strike Price370.00Turnover24.16%IV2.85%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0718Delta0.0866Gamma1468.55Leverage Ratio-0.0377Theta0.0004Rho105.38Eff Leverage0.0089Vega