3.70Open4.75Pre Close1 Volume26 Open Interest115.00Strike Price370.00Turnover47.12%IV2.11%PremiumNov 15, 2024Expiry Date1.25Intrinsic Value100Multiplier10DDays to Expiry2.45Extrinsic Value100Contract SizeAmericanOptions Type0.6041Delta0.0421Gamma35.23Leverage Ratio-0.1875Theta0.0182Rho21.28Eff Leverage0.0747Vega