3.70Open7.00Pre Close1 Volume5 Open Interest92.00Strike Price370.00Turnover28.79%IV0.13%PremiumJan 17, 2025Expiry Date3.58Intrinsic Value100Multiplier6DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.8529Delta0.0638Gamma24.35Leverage Ratio-0.0750Theta0.0134Rho20.77Eff Leverage0.0288Vega