4.30Open4.05Pre Close2 Volume4 Open Interest222.50Strike Price760.00Turnover30.81%IV0.56%PremiumJan 10, 2025Expiry Date2.06Intrinsic Value100Multiplier1DDays to Expiry1.24Extrinsic Value100Contract SizeAmericanOptions Type-0.7080Delta0.0943Gamma81.64Leverage Ratio-0.6390Theta-0.0041Rho-57.80Eff Leverage0.0407Vega