3.70Open3.70Pre Close1 Volume843 Open Interest25.00Strike Price370.00Turnover42.07%IV0.84%PremiumSep 20, 2024Expiry Date3.46Intrinsic Value100Multiplier21DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.9143Delta0.0547Gamma7.80Leverage Ratio-0.0138Theta0.0128Rho7.13Eff Leverage0.0107Vega