1.30Open1.35Pre Close6 Volume638 Open Interest8.00Strike Price780.00Turnover129.34%IV6.90%PremiumJan 17, 2025Expiry Date0.70Intrinsic Value100Multiplier11DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.6890Delta0.1819Gamma7.57Leverage Ratio-0.0328Theta0.0014Rho5.21Eff Leverage0.0053Vega