0.15Open0.05Pre Close19 Volume30 Open Interest22.00Strike Price370.00Turnover83.12%IV38.92%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.0972Delta0.0479Gamma106.53Leverage Ratio-0.0116Theta0.0010Rho10.35Eff Leverage0.0074Vega