3.70Open3.60Pre Close1 Volume1.53K Open Interest87.50Strike Price370.00Turnover28.97%IV1.96%PremiumDec 20, 2024Expiry Date1.95Intrinsic Value100Multiplier20DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.6522Delta0.0603Gamma24.51Leverage Ratio-0.0626Theta0.0306Rho15.98Eff Leverage0.0782Vega