0.40Open0.36Pre Close19 Volume989 Open Interest90.00Strike Price778.00Turnover17.57%IV3.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.2293Delta0.1059Gamma233.79Leverage Ratio-0.0370Theta0.0068Rho53.60Eff Leverage0.0493Vega