0.41Open0.95Pre Close24 Volume24 Open Interest457.50Strike Price765.00Turnover37.24%IV2.48%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type-0.0728Delta0.0174Gamma1803.27Leverage Ratio-0.7000Theta-0.0007Rho-131.21Eff Leverage0.0296Vega