7.67Open8.89Pre Close1 Volume273 Open Interest65.00Strike Price767.00Turnover70.96%IV5.24%PremiumJul 19, 2024Expiry Date4.50Intrinsic Value100Multiplier17DDays to Expiry3.17Extrinsic Value100Contract SizeAmericanOptions Type-0.6476Delta0.0403Gamma9.45Leverage Ratio-0.0964Theta-0.0183Rho-6.12Eff Leverage0.0486Vega