0.15Open0.17Pre Close61 Volume778 Open Interest35.00Strike Price735.00Turnover50.47%IV14.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0809Delta0.0532Gamma305.90Leverage Ratio-0.0172Theta0.0008Rho24.76Eff Leverage0.0084Vega