0.61Open2.07Pre Close12 Volume30 Open Interest103.00Strike Price771.00Turnover61.34%IV5.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.1568Delta0.0474Gamma239.64Leverage Ratio-0.2754Theta-0.0010Rho-37.57Eff Leverage0.0198Vega