0.80Open1.21Pre Close11 Volume502 Open Interest45.00Strike Price788.00Turnover60.64%IV17.12%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.69Extrinsic Value100Contract SizeAmericanOptions Type0.2079Delta0.0463Gamma55.73Leverage Ratio-0.0362Theta0.0051Rho11.59Eff Leverage0.0293Vega