2.65Open3.15Pre Close3 Volume1.26K Open Interest105.00Strike Price749.00Turnover23.31%IV2.02%PremiumJan 17, 2025Expiry Date0.30Intrinsic Value100Multiplier22DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type-0.4932Delta0.0665Gamma42.73Leverage Ratio-0.0486Theta-0.0282Rho-21.08Eff Leverage0.1038Vega