1.85Open1.55Pre Close2 Volume396 Open Interest40.00Strike Price370.00Turnover42.62%IV3.61%PremiumNov 15, 2024Expiry Date0.39Intrinsic Value100Multiplier20DDays to Expiry1.46Extrinsic Value100Contract SizeAmericanOptions Type0.5680Delta0.0977Gamma21.83Leverage Ratio-0.0427Theta0.0115Rho12.40Eff Leverage0.0371Vega