3.70Open3.75Pre Close1 Volume9 Open Interest86.00Strike Price370.00Turnover32.28%IV2.66%PremiumSep 20, 2024Expiry Date1.38Intrinsic Value100Multiplier20DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type0.6123Delta0.0580Gamma24.97Leverage Ratio-0.0709Theta0.0274Rho15.29Eff Leverage0.0784Vega