1.55Open1.64Pre Close5 Volume1.06K Open Interest3.50Strike Price775.00Turnover186.76%IV1.61%PremiumJan 17, 2025Expiry Date1.47Intrinsic Value100Multiplier11DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.8908Delta0.1139Gamma3.16Leverage Ratio-0.0137Theta0.0009Rho2.81Eff Leverage0.0016Vega