0.25Open0.20Pre Close28 Volume2.81K Open Interest15.00Strike Price767.00Turnover52.63%IV2.64%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.3954Delta0.4944Gamma67.47Leverage Ratio-0.0460Theta-0.0006Rho-26.68Eff Leverage0.0057Vega