3.70Open2.65Pre Close1 Volume73 Open Interest57.00Strike Price370.00Turnover34.24%IV0.03%PremiumJul 26, 2024Expiry Date3.68Intrinsic Value100Multiplier4DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type0.9502Delta0.0448Gamma16.07Leverage Ratio-0.0315Theta0.0066Rho15.27Eff Leverage0.0069Vega