0.65Open0.85Pre Close11 Volume231 Open Interest75.00Strike Price785.00Turnover32.08%IV6.47%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2670Delta0.0646Gamma98.26Leverage Ratio-0.0489Theta0.0090Rho26.24Eff Leverage0.0522Vega