0.90Open0.70Pre Close10 Volume98 Open Interest37.00Strike Price765.00Turnover46.97%IV1.95%PremiumJan 10, 2025Expiry Date0.03Intrinsic Value100Multiplier1DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.5052Delta0.4113Gamma92.43Leverage Ratio-0.2493Theta-0.0006Rho-46.70Eff Leverage0.0082Vega