0.25Open0.60Pre Close11 Volume322 Open Interest40.00Strike Price375.00Turnover26.86%IV6.10%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2438Delta0.1252Gamma108.66Leverage Ratio-0.0190Theta0.0054Rho26.49Eff Leverage0.0292Vega