3.70Open4.20Pre Close1 Volume881 Open Interest60.00Strike Price370.00Turnover30.82%IV1.80%PremiumJan 17, 2025Expiry Date2.67Intrinsic Value100Multiplier21DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7104Delta0.0826Gamma17.37Leverage Ratio-0.0302Theta-0.0201Rho-12.34Eff Leverage0.0472Vega