0.61Open2.07Pre Close12 Volume30 Open Interest103.00Strike Price771.00Turnover59.28%IV5.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.1847Delta0.0549Gamma253.79Leverage Ratio-0.3046Theta-0.0011Rho-46.86Eff Leverage0.0218Vega