2.56Open2.55Pre Close3 Volume80 Open Interest250.00Strike Price771.00Turnover34.52%IV1.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier7DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.4562Delta0.0321Gamma59.79Leverage Ratio-0.3465Theta0.0226Rho27.27Eff Leverage0.1418Vega