3.67Open3.95Pre Close2 Volume42 Open Interest140.00Strike Price777.00Turnover25.16%IV4.31%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry4.10Extrinsic Value100Contract SizeAmericanOptions Type0.4468Delta0.0448Gamma48.47Leverage Ratio-0.0820Theta0.0379Rho21.66Eff Leverage0.1386Vega