0.03Open0.05Pre Close412 Volume2.35K Open Interest61.00Strike Price768.00Turnover2067.71%IV5.57%PremiumJan 3, 2025Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0160Delta0.0231Gamma6459.00Leverage Ratio-51.4691Theta0.0000Rho-103.49Eff Leverage0.0000Vega