3.70Open4.75Pre Close1 Volume136 Open Interest47.50Strike Price370.00Turnover54.35%IV2.55%PremiumNov 15, 2024Expiry Date2.56Intrinsic Value100Multiplier18DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.6454Delta0.0687Gamma12.15Leverage Ratio-0.0530Theta-0.0139Rho-7.84Eff Leverage0.0374Vega