7.70Open6.60Pre Close1 Volume1 Open Interest5.50Strike Price770.00Turnover1393.88%IV0.30%PremiumJan 10, 2025Expiry Date7.66Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9136Delta0.0117Gamma1.54Leverage Ratio-0.5637Theta0.0002Rho1.41Eff Leverage0.0015Vega