1.92Open2.67Pre Close4 Volume0 Open Interest35.00Strike Price770.00Turnover82.00%IV2.33%PremiumAug 16, 2024Expiry Date1.15Intrinsic Value100Multiplier6DDays to Expiry0.79Extrinsic Value100Contract SizeAmericanOptions Type-0.5915Delta0.1016Gamma15.56Leverage Ratio-0.1079Theta-0.0038Rho-9.21Eff Leverage0.0181Vega