0.70Open0.65Pre Close6 Volume463 Open Interest260.00Strike Price376.00Turnover21.57%IV8.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.65Extrinsic Value100Contract SizeAmericanOptions Type0.0846Delta0.0118Gamma480.10Leverage Ratio-0.0450Theta0.0128Rho40.63Eff Leverage0.0947Vega