377.90Open377.90Pre Close0 Volume3 Open Interest2820.00Strike Price0.00Turnover42.89%IV0.25%PremiumDec 20, 2024Expiry Date370.07Intrinsic Value100Multiplier15DDays to Expiry7.83Extrinsic Value100Contract SizeAmericanOptions Type0.9325Delta0.0005Gamma8.32Leverage Ratio-1.5053Theta1.0457Rho7.76Eff Leverage0.8369Vega