0.25Open0.10Pre Close31 Volume96 Open Interest46.00Strike Price775.00Turnover20.42%IV4.69%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.1815Delta0.1069Gamma192.00Leverage Ratio-0.0130Theta-0.0050Rho-34.84Eff Leverage0.0319Vega