2.16Open3.15Pre Close3 Volume165 Open Interest82.00Strike Price779.00Turnover36.51%IV0.06%PremiumJan 10, 2025Expiry Date3.46Intrinsic Value100Multiplier1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.9660Delta0.0386Gamma24.42Leverage Ratio-0.0358Theta0.0031Rho23.59Eff Leverage0.0040Vega