3.75Open3.10Pre Close1 Volume12 Open Interest95.00Strike Price375.00Turnover35.35%IV1.21%PremiumSep 20, 2024Expiry Date2.57Intrinsic Value100Multiplier6DDays to Expiry1.18Extrinsic Value100Contract SizeAmericanOptions Type0.7381Delta0.0747Gamma29.13Leverage Ratio-0.1345Theta0.0110Rho21.50Eff Leverage0.0401Vega