0.60Open0.60Pre Close13 Volume395 Open Interest87.50Strike Price775.00Turnover24.36%IV6.05%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.2151Delta0.0580Gamma138.38Leverage Ratio-0.0346Theta0.0107Rho29.76Eff Leverage0.0604Vega