0.92Open0.71Pre Close2.23K Volume2.08K Open Interest28.00Strike Price377.93KTurnover96.91%IV1.70%PremiumJul 19, 2024Expiry Date1.96Intrinsic Value100Multiplier4DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type0.7605Delta0.0996Gamma12.28Leverage Ratio-0.1221Theta0.0023Rho9.34Eff Leverage0.0100Vega