3.70Open4.61Pre Close1 Volume31 Open Interest35.00Strike Price370.00Turnover84.42%IV0.70%PremiumNov 1, 2024Expiry Date3.43Intrinsic Value100Multiplier4DDays to Expiry0.27Extrinsic Value100Contract SizeAmericanOptions Type0.8690Delta0.0635Gamma10.46Leverage Ratio-0.0935Theta0.0032Rho9.09Eff Leverage0.0084Vega