0.25Open0.33Pre Close31 Volume369 Open Interest2.00Strike Price775.00Turnover154.11%IV6.91%PremiumJan 17, 2025Expiry Date0.12Intrinsic Value100Multiplier11DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type-0.5337Delta0.7728Gamma6.84Leverage Ratio-0.0089Theta-0.0004Rho-3.65Eff Leverage0.0013Vega