0.30Open0.45Pre Close17 Volume4 Open Interest37.00Strike Price789.00Turnover35.62%IV3.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3867Delta0.1671Gamma60.35Leverage Ratio-0.0404Theta0.0042Rho23.34Eff Leverage0.0246Vega