0.75Open0.77Pre Close5 Volume6 Open Interest442.50Strike Price375.00Turnover119.58%IV16.82%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.75Extrinsic Value100Contract SizeAmericanOptions Type0.0525Delta0.0031Gamma505.89Leverage Ratio-0.6361Theta0.0011Rho26.55Eff Leverage0.0315Vega