7.67Open9.21Pre Close1 Volume551 Open Interest85.00Strike Price767.00Turnover37.12%IV1.78%PremiumJan 17, 2025Expiry Date6.05Intrinsic Value100Multiplier21DDays to Expiry1.62Extrinsic Value100Contract SizeAmericanOptions Type0.8077Delta0.0335Gamma12.39Leverage Ratio-0.0608Theta0.0386Rho10.01Eff Leverage0.0601Vega