0.65Open0.85Pre Close11 Volume231 Open Interest75.00Strike Price785.00Turnover32.30%IV6.14%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier18DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type0.2659Delta0.0640Gamma84.07Leverage Ratio-0.0491Theta0.0090Rho22.36Eff Leverage0.0520Vega