3.70Open3.60Pre Close1 Volume1.53K Open Interest87.50Strike Price370.00Turnover29.14%IV1.96%PremiumDec 20, 2024Expiry Date1.95Intrinsic Value100Multiplier20DDays to Expiry1.75Extrinsic Value100Contract SizeAmericanOptions Type0.6520Delta0.0602Gamma24.51Leverage Ratio-0.0632Theta0.0303Rho15.98Eff Leverage0.0778Vega