0.45Open0.40Pre Close22 Volume864 Open Interest210.00Strike Price788.00Turnover43.01%IV21.21%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.0355Delta0.0044Gamma722.71Leverage Ratio-0.0334Theta0.0033Rho25.69Eff Leverage0.0321Vega