0.38Open0.64Pre Close25 Volume64 Open Interest515.00Strike Price775.00Turnover46.19%IV5.37%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.17Extrinsic Value100Contract SizeAmericanOptions Type-0.0279Delta0.0041Gamma3200.12Leverage Ratio-0.1694Theta-0.0006Rho-89.16Eff Leverage0.0218Vega