0.15Open0.05Pre Close25 Volume289 Open Interest36.00Strike Price375.00Turnover32.37%IV3.82%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.2035Delta0.2115Gamma232.13Leverage Ratio-0.0381Theta0.0010Rho47.25Eff Leverage0.0117Vega