3.80Open5.53Pre Close2 Volume686 Open Interest130.00Strike Price760.00Turnover20.09%IV0.67%PremiumJan 17, 2025Expiry Date2.95Intrinsic Value100Multiplier21DDays to Expiry0.85Extrinsic Value100Contract SizeAmericanOptions Type-0.6618Delta0.0617Gamma31.37Leverage Ratio-0.0448Theta-0.0394Rho-20.76Eff Leverage0.1116Vega