3.90Open3.80Pre Close2 Volume161 Open Interest30.00Strike Price780.00Turnover46.81%IV0.59%PremiumJan 17, 2025Expiry Date3.70Intrinsic Value100Multiplier23DDays to Expiry0.20Extrinsic Value100Contract SizeAmericanOptions Type0.8552Delta0.0567Gamma8.22Leverage Ratio-0.0223Theta0.0160Rho7.03Eff Leverage0.0195Vega