2.64Open3.30Pre Close3 Volume646 Open Interest40.00Strike Price758.00Turnover46.59%IV2.12%PremiumJan 17, 2025Expiry Date1.42Intrinsic Value100Multiplier20DDays to Expiry0.88Extrinsic Value100Contract SizeAmericanOptions Type0.6542Delta0.0818Gamma15.78Leverage Ratio-0.0451Theta0.0134Rho10.32Eff Leverage0.0357Vega