3.70Open2.70Pre Close1 Volume126 Open Interest530.00Strike Price370.00Turnover28.05%IV2.50%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.3208Delta0.0196Gamma138.85Leverage Ratio-0.6120Theta0.0257Rho44.55Eff Leverage0.2337Vega