0.40Open0.65Pre Close37 Volume22 Open Interest59.00Strike Price375.00Turnover51.85%IV14.60%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0101Delta0.0091Gamma5149.00Leverage Ratio-0.0067Theta0.0001Rho52.03Eff Leverage0.0015Vega