0.13Open0.12Pre Close45 Volume336 Open Interest28.00Strike Price771.00Turnover48.30%IV2.43%PremiumJan 10, 2025Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.3001Delta0.3376Gamma142.20Leverage Ratio-0.0964Theta-0.0005Rho-42.67Eff Leverage0.0074Vega