0.06Open0.07Pre Close136 Volume12 Open Interest108.00Strike Price377.00Turnover26.32%IV5.43%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0248Delta0.0215Gamma4098.80Leverage Ratio-0.0170Theta0.0003Rho101.51Eff Leverage0.0060Vega