3.78Open2.90Pre Close2 Volume257 Open Interest100.00Strike Price756.00Turnover65.73%IV2.81%PremiumJan 17, 2025Expiry Date0.94Intrinsic Value100Multiplier5DDays to Expiry2.84Extrinsic Value100Contract SizeAmericanOptions Type0.5666Delta0.0508Gamma28.04Leverage Ratio-0.3291Theta0.0073Rho15.89Eff Leverage0.0464Vega