7.70Open4.60Pre Close1 Volume11 Open Interest52.00Strike Price770.00Turnover113.21%IV6.57%PremiumJan 17, 2025Expiry Date4.02Intrinsic Value100Multiplier24DDays to Expiry3.68Extrinsic Value100Contract SizeAmericanOptions Type0.6598Delta0.0226Gamma6.59Leverage Ratio-0.1294Theta0.0186Rho4.35Eff Leverage0.0524Vega