0.30Open0.45Pre Close17 Volume4 Open Interest37.00Strike Price789.00Turnover32.56%IV3.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier13DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.3878Delta0.1679Gamma60.35Leverage Ratio-0.0341Theta0.0050Rho23.40Eff Leverage0.0268Vega