3.70Open2.65Pre Close1 Volume73 Open Interest57.00Strike Price370.00Turnover38.80%IV0.20%PremiumJul 26, 2024Expiry Date3.58Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.9354Delta0.0487Gamma16.60Leverage Ratio-0.0417Theta0.0064Rho15.53Eff Leverage0.0084Vega