0.10Open0.08Pre Close80 Volume2.71K Open Interest30.00Strike Price766.00Turnover12.01%IV1.11%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier6DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.3203Delta0.7777Gamma313.26Leverage Ratio-0.0151Theta0.0016Rho100.35Eff Leverage0.0137Vega