3.70Open4.80Pre Close1 Volume3 Open Interest157.00Strike Price370.00Turnover92.51%IV3.81%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry3.70Extrinsic Value100Contract SizeAmericanOptions Type0.4508Delta0.0249Gamma30.62Leverage Ratio-0.7421Theta0.0080Rho13.80Eff Leverage0.0682Vega