0.40Open0.42Pre Close15 Volume103 Open Interest3.00Strike Price785.00Turnover199.34%IV28.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.54Extrinsic Value100Contract SizeAmericanOptions Type-0.3026Delta0.2012Gamma7.60Leverage Ratio-0.0128Theta-0.0009Rho-2.30Eff Leverage0.0030Vega