1.85Open3.09Pre Close2 Volume1 Open Interest152.50Strike Price370.00Turnover32.56%IV0.35%PremiumDec 13, 2024Expiry Date1.31Intrinsic Value100Multiplier0DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type0.7607Delta0.2495Gamma109.86Leverage Ratio-0.8769Theta0.0007Rho83.57Eff Leverage0.0119Vega