0.35Open0.45Pre Close40 Volume60 Open Interest390.00Strike Price770.00Turnover58.21%IV13.19%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0204Delta0.0024Gamma2297.93Leverage Ratio-0.1028Theta0.0007Rho46.79Eff Leverage0.0172Vega