0.35Open0.25Pre Close28 Volume363 Open Interest10.00Strike Price772.00Turnover66.40%IV12.32%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier16DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.2970Delta0.2688Gamma40.76Leverage Ratio-0.0141Theta0.0011Rho12.10Eff Leverage0.0067Vega