3.70Open4.65Pre Close1 Volume92 Open Interest75.00Strike Price370.00Turnover44.04%IV6.74%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.4738Delta0.0470Gamma25.42Leverage Ratio-0.0724Theta0.0218Rho12.05Eff Leverage0.0765Vega