0.81Open0.83Pre Close17 Volume395 Open Interest56.00Strike Price767.00Turnover102.74%IV2.88%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.3543Delta0.1091Gamma69.10Leverage Ratio-0.5783Theta0.0007Rho24.48Eff Leverage0.0124Vega