1.27Open1.55Pre Close6 Volume90 Open Interest87.50Strike Price770.00Turnover67.34%IV5.30%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.35Extrinsic Value100Contract SizeAmericanOptions Type0.3458Delta0.0536Gamma55.33Leverage Ratio-0.2497Theta0.0041Rho19.13Eff Leverage0.0377Vega