1.64Open2.50Pre Close5 Volume46 Open Interest80.00Strike Price770.00Turnover49.79%IV8.48%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry1.60Extrinsic Value100Contract SizeAmericanOptions Type-0.2666Delta0.0301Gamma45.08Leverage Ratio-0.0721Theta-0.0147Rho-12.02Eff Leverage0.0722Vega