2.65Open0.88Pre Close3 Volume130 Open Interest30.00Strike Price765.00Turnover83.59%IV1.15%PremiumJan 17, 2025Expiry Date2.18Intrinsic Value100Multiplier5DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type-0.7559Delta0.1122Gamma10.91Leverage Ratio-0.0820Theta-0.0030Rho-8.25Eff Leverage0.0105Vega