7.70Open8.89Pre Close1 Volume98 Open Interest180.00Strike Price770.00Turnover31.94%IV1.78%PremiumJan 17, 2025Expiry Date4.58Intrinsic Value100Multiplier23DDays to Expiry3.12Extrinsic Value100Contract SizeAmericanOptions Type-0.6008Delta0.0278Gamma21.93Leverage Ratio-0.1074Theta-0.0595Rho-13.17Eff Leverage0.1700Vega