3.90Open6.70Pre Close2 Volume12 Open Interest56.00Strike Price770.00Turnover156.47%IV22.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry3.80Extrinsic Value100Contract SizeAmericanOptions Type0.3436Delta0.0292Gamma19.31Leverage Ratio-0.2392Theta0.0039Rho6.63Eff Leverage0.0296Vega