0.10Open0.07Pre Close152 Volume2.79K Open Interest5.00Strike Price765.00Turnover90.55%IV26.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.1774Delta0.3017Gamma53.20Leverage Ratio-0.0055Theta0.0004Rho9.44Eff Leverage0.0025Vega