0.35Open0.40Pre Close12 Volume530 Open Interest12.50Strike Price378.00Turnover56.04%IV1.19%PremiumSep 20, 2024Expiry Date0.10Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.5769Delta0.9645Gamma56.00Leverage Ratio-0.0916Theta0.0002Rho32.31Eff Leverage0.0028Vega