0.22Open0.47Pre Close48 Volume395 Open Interest22.00Strike Price761.00Turnover54.30%IV0.64%PremiumJan 10, 2025Expiry Date0.03Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.5298Delta0.7977Gamma102.47Leverage Ratio-0.1618Theta0.0002Rho54.28Eff Leverage0.0037Vega