3.70Open4.00Pre Close1 Volume2 Open Interest38.00Strike Price370.00Turnover3917.51%IV0.84%PremiumOct 4, 2024Expiry Date3.41Intrinsic Value100Multiplier0DDays to Expiry0.29Extrinsic Value100Contract SizeAmericanOptions Type-0.8528Delta0.0783Gamma11.05Leverage Ratio-196.4110Theta0.0000Rho-9.42Eff Leverage0.0002Vega