0.50Open0.61Pre Close16 Volume249 Open Interest13.00Strike Price749.00Turnover39.76%IV2.27%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier12DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.6049Delta0.4003Gamma26.40Leverage Ratio-0.0163Theta0.0025Rho15.97Eff Leverage0.0093Vega