7.70Open6.55Pre Close1 Volume74 Open Interest69.00Strike Price770.00Turnover80.59%IV0.08%PremiumJul 26, 2024Expiry Date7.64Intrinsic Value100Multiplier4DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.8960Delta0.0271Gamma9.55Leverage Ratio-0.1453Theta0.0071Rho8.56Eff Leverage0.0149Vega