2.60Open3.15Pre Close3 Volume1 Open Interest195.00Strike Price780.00Turnover18.16%IV2.84%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type-0.3309Delta0.0388Gamma73.34Leverage Ratio-0.0619Theta-0.0397Rho-24.27Eff Leverage0.1877Vega