3.70Open6.54Pre Close1 Volume858 Open Interest70.00Strike Price370.00Turnover30.90%IV2.54%PremiumDec 20, 2024Expiry Date1.97Intrinsic Value100Multiplier17DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type-0.6460Delta0.0835Gamma23.46Leverage Ratio-0.0456Theta-0.0179Rho-15.15Eff Leverage0.0543Vega