7.70Open7.00Pre Close1 Volume115 Open Interest410.00Strike Price770.00Turnover17.48%IV0.66%PremiumJan 17, 2025Expiry Date4.95Intrinsic Value100Multiplier10DDays to Expiry2.75Extrinsic Value100Contract SizeAmericanOptions Type0.6827Delta0.0301Gamma52.53Leverage Ratio-0.2546Theta0.0735Rho35.86Eff Leverage0.2415Vega