0.31Open0.28Pre Close25 Volume2.37K Open Interest32.00Strike Price775.00Turnover65.83%IV86.33%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier130DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type0.0933Delta0.0245Gamma68.00Leverage Ratio-0.0045Theta0.0048Rho6.35Eff Leverage0.0173Vega