0.05Open0.05Pre Close75 Volume402 Open Interest55.00Strike Price375.00Turnover49.58%IV15.72%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0351Delta0.0209Gamma951.40Leverage Ratio-0.0149Theta0.0004Rho33.35Eff Leverage0.0058Vega