0.70Open1.05Pre Close6 Volume382 Open Interest87.50Strike Price371.00Turnover35.15%IV4.28%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type-0.1846Delta0.0646Gamma214.07Leverage Ratio-0.0896Theta-0.0027Rho-39.52Eff Leverage0.0313Vega