1.60Open2.00Pre Close5 Volume587 Open Interest6.00Strike Price785.00Turnover152.41%IV2.72%PremiumJan 17, 2025Expiry Date1.35Intrinsic Value100Multiplier9DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8364Delta0.1418Gamma4.82Leverage Ratio-0.0251Theta0.0011Rho4.03Eff Leverage0.0028Vega