3.85Open8.40Pre Close2 Volume650 Open Interest310.00Strike Price770.00Turnover39.57%IV10.18%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry3.85Extrinsic Value100Contract SizeAmericanOptions Type0.2064Delta0.0106Gamma94.95Leverage Ratio-0.1910Theta0.0320Rho19.60Eff Leverage0.1945Vega