1.80Open2.55Pre Close4 Volume1.97K Open Interest57.50Strike Price770.00Turnover30.38%IV1.75%PremiumNov 15, 2024Expiry Date1.06Intrinsic Value100Multiplier19DDays to Expiry0.99Extrinsic Value100Contract SizeAmericanOptions Type-0.5818Delta0.1004Gamma26.88Leverage Ratio-0.0368Theta-0.0155Rho-15.64Eff Leverage0.0505Vega