3.70Open4.00Pre Close1 Volume583 Open Interest55.00Strike Price370.00Turnover46.78%IV3.26%PremiumNov 15, 2024Expiry Date1.97Intrinsic Value100Multiplier22DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type-0.5957Delta0.0642Gamma15.15Leverage Ratio-0.0504Theta-0.0181Rho-9.03Eff Leverage0.0504Vega