3.70Open3.70Pre Close1 Volume89 Open Interest40.00Strike Price370.00Turnover55.62%IV1.23%PremiumJul 19, 2024Expiry Date3.17Intrinsic Value100Multiplier17DDays to Expiry0.53Extrinsic Value100Contract SizeAmericanOptions Type0.7613Delta0.0593Gamma10.66Leverage Ratio-0.0514Theta0.0137Rho8.11Eff Leverage0.0292Vega