3.80Open2.90Pre Close1 Volume18 Open Interest33.00Strike Price380.00Turnover66.78%IV4.87%PremiumJan 17, 2025Expiry Date2.09Intrinsic Value100Multiplier23DDays to Expiry1.71Extrinsic Value100Contract SizeAmericanOptions Type0.6796Delta0.0608Gamma9.95Leverage Ratio-0.0486Theta0.0128Rho6.76Eff Leverage0.0315Vega