0.19Open0.10Pre Close15 Volume1.17K Open Interest42.00Strike Price370.00Turnover22.30%IV0.35%PremiumJul 26, 2024Expiry Date0.14Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6161Delta0.6707Gamma139.55Leverage Ratio-0.0965Theta-0.0009Rho-85.98Eff Leverage0.0098Vega