0.60Open0.84Pre Close16 Volume188 Open Interest2.00Strike Price766.00Turnover140.82%IV9.45%PremiumJan 17, 2025Expiry Date0.20Intrinsic Value100Multiplier9DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.8202Delta0.4926Gamma5.37Leverage Ratio-0.0079Theta0.0004Rho4.41Eff Leverage0.0010Vega