3.80Open4.50Pre Close1 Volume368 Open Interest75.00Strike Price380.00Turnover24.17%IV1.66%PremiumJul 19, 2024Expiry Date2.60Intrinsic Value100Multiplier11DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7808Delta0.0994Gamma24.97Leverage Ratio-0.0329Theta-0.0139Rho-19.49Eff Leverage0.0383Vega