0.25Open0.15Pre Close30 Volume126 Open Interest627.50Strike Price377.00Turnover138.91%IV23.06%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0042Delta0.0003Gamma10198.80Leverage Ratio-0.0500Theta0.0001Rho42.48Eff Leverage0.0035Vega