1.20Open1.84Pre Close6 Volume3.06K Open Interest15.00Strike Price780.00Turnover77.79%IV1.88%PremiumJan 17, 2025Expiry Date1.20Intrinsic Value100Multiplier3DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.8670Delta0.1863Gamma12.70Leverage Ratio-0.0409Theta0.0011Rho11.01Eff Leverage0.0032Vega