0.30Open0.59Pre Close12 Volume650 Open Interest13.00Strike Price370.00Turnover104.20%IV11.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2882Delta0.2088Gamma43.35Leverage Ratio-0.0456Theta0.0005Rho12.49Eff Leverage0.0054Vega