3.70Open1.47Pre Close1 Volume142 Open Interest85.00Strike Price370.00Turnover22.76%IV1.22%PremiumAug 16, 2024Expiry Date2.63Intrinsic Value100Multiplier19DDays to Expiry1.07Extrinsic Value100Contract SizeAmericanOptions Type0.7442Delta0.0695Gamma24.34Leverage Ratio-0.0470Theta0.0332Rho18.12Eff Leverage0.0654Vega