377.90Open377.90Pre Close0 Volume3 Open Interest2820.00Strike Price0.00Turnover43.20%IV0.25%PremiumDec 20, 2024Expiry Date370.07Intrinsic Value100Multiplier14DDays to Expiry7.83Extrinsic Value100Contract SizeAmericanOptions Type0.9322Delta0.0005Gamma8.32Leverage Ratio-1.5248Theta1.0334Rho7.75Eff Leverage0.8349Vega