0.35Open0.50Pre Close8 Volume440 Open Interest91.00Strike Price370.00Turnover39.59%IV1.30%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.4392Delta0.1332Gamma95.23Leverage Ratio-0.2671Theta0.0027Rho41.82Eff Leverage0.0295Vega