2.55Open4.55Pre Close2 Volume234 Open Interest105.00Strike Price370.00Turnover33.72%IV2.08%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type0.4140Delta0.0972Gamma88.50Leverage Ratio-0.1775Theta0.0055Rho36.64Eff Leverage0.0463Vega