7.50Open3.70Pre Close1 Volume35 Open Interest117.12Strike Price750.00Turnover95.02%IV5.46%PremiumJan 17, 2025Expiry Date1.05Intrinsic Value100Multiplier11DDays to Expiry6.45Extrinsic Value100Contract SizeAmericanOptions Type0.5673Delta0.0199Gamma14.24Leverage Ratio-0.3614Theta0.0180Rho8.08Eff Leverage0.0818Vega