2.85Open2.17Pre Close3 Volume38 Open Interest77.50Strike Price750.00Turnover30.91%IV2.22%PremiumJan 17, 2025Expiry Date0.57Intrinsic Value100Multiplier20DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.5675Delta0.0686Gamma29.19Leverage Ratio-0.0604Theta0.0235Rho16.56Eff Leverage0.0729Vega