0.90Open0.70Pre Close10 Volume98 Open Interest37.00Strike Price765.00Turnover37.55%IV1.95%PremiumJan 10, 2025Expiry Date0.03Intrinsic Value100Multiplier2DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type-0.5041Delta0.4100Gamma92.43Leverage Ratio-0.1276Theta-0.0009Rho-46.59Eff Leverage0.0103Vega