0.05Open0.13Pre Close155 Volume4.00K Open Interest31.00Strike Price775.00Turnover20.89%IV5.61%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0951Delta0.1486Gamma588.00Leverage Ratio-0.0078Theta0.0009Rho55.95Eff Leverage0.0092Vega