0.05Open0.02Pre Close124 Volume3.11K Open Interest4.00Strike Price767.00Turnover103.90%IV19.76%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2214Delta0.4610Gamma45.20Leverage Ratio-0.0080Theta0.0002Rho10.01Eff Leverage0.0018Vega