0.80Open1.29Pre Close10 Volume237 Open Interest105.00Strike Price765.00Turnover62.99%IV14.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type-0.0813Delta0.0106Gamma222.62Leverage Ratio-0.0839Theta-0.0033Rho-18.10Eff Leverage0.0339Vega