0.21Open0.23Pre Close47 Volume411 Open Interest45.00Strike Price760.00Turnover50.35%IV23.98%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0633Delta0.0260Gamma291.20Leverage Ratio-0.0120Theta0.0015Rho18.43Eff Leverage0.0118Vega