3.70Open5.50Pre Close1 Volume4 Open Interest54.00Strike Price370.00Turnover50.58%IV0.75%PremiumDec 27, 2024Expiry Date3.27Intrinsic Value100Multiplier4DDays to Expiry0.43Extrinsic Value100Contract SizeAmericanOptions Type0.8930Delta0.0596Gamma16.60Leverage Ratio-0.0725Theta0.0054Rho14.82Eff Leverage0.0113Vega