0.30Open0.45Pre Close11 Volume92 Open Interest10.00Strike Price372.00Turnover84.85%IV0.48%PremiumDec 13, 2024Expiry Date0.40Intrinsic Value100Multiplier2DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7503Delta0.4992Gamma20.80Leverage Ratio-0.0585Theta0.0004Rho15.61Eff Leverage0.0024Vega