2.56Open2.55Pre Close3 Volume80 Open Interest250.00Strike Price771.00Turnover34.01%IV1.81%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier8DDays to Expiry2.60Extrinsic Value100Contract SizeAmericanOptions Type0.4563Delta0.0321Gamma59.79Leverage Ratio-0.3365Theta0.0233Rho27.28Eff Leverage0.1439Vega