0.61Open2.07Pre Close12 Volume30 Open Interest103.00Strike Price771.00Turnover60.11%IV5.03%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.1598Delta0.0491Gamma239.42Leverage Ratio-0.2742Theta-0.0010Rho-38.25Eff Leverage0.0200Vega