3.70Open4.65Pre Close1 Volume92 Open Interest75.00Strike Price370.00Turnover40.07%IV5.66%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.5030Delta0.0511Gamma24.42Leverage Ratio-0.0669Theta0.0237Rho12.28Eff Leverage0.0778Vega