0.55Open0.46Pre Close28 Volume225 Open Interest27.50Strike Price773.00Turnover34.18%IV1.81%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.2534Delta0.4570Gamma226.00Leverage Ratio-0.0574Theta0.0004Rho57.28Eff Leverage0.0066Vega