0.35Open0.35Pre Close50 Volume5.65K Open Interest90.00Strike Price770.00Turnover13.10%IV1.57%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier12DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2585Delta0.1464Gamma260.80Leverage Ratio-0.0264Theta-0.0072Rho-67.43Eff Leverage0.0547Vega