3.75Open4.40Pre Close1 Volume76 Open Interest30.00Strike Price375.00Turnover78.44%IV0.44%PremiumDec 20, 2024Expiry Date3.64Intrinsic Value100Multiplier3DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.9641Delta0.0443Gamma7.27Leverage Ratio-0.0161Theta-0.0016Rho-7.01Eff Leverage0.0019Vega