7.50Open3.70Pre Close1 Volume125 Open Interest95.00Strike Price750.00Turnover71.19%IV1.55%PremiumJan 17, 2025Expiry Date5.94Intrinsic Value100Multiplier5DDays to Expiry1.56Extrinsic Value100Contract SizeAmericanOptions Type0.7807Delta0.0350Gamma14.22Leverage Ratio-0.2621Theta0.0099Rho11.10Eff Leverage0.0350Vega