0.15Open0.07Pre Close21 Volume53 Open Interest2.50Strike Price370.00Turnover79.50%IV4.96%PremiumNov 15, 2024Expiry Date0.08Intrinsic Value100Multiplier21DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.5262Delta0.8707Gamma10.76Leverage Ratio-0.0043Theta-0.0008Rho-5.66Eff Leverage0.0023Vega