16.29Open26.43Pre Close438 Volume2.02K Open Interest165.00Strike Price774.55KTurnover126.69%IV0.47%PremiumAug 2, 2024Expiry Date20.52Intrinsic Value100Multiplier2DDays to Expiry0.68Extrinsic Value100Contract SizeAmericanOptions Type-0.9032Delta0.0122Gamma6.85Leverage Ratio-0.4522Theta-0.0076Rho-6.18Eff Leverage0.0192Vega