0.05Open0.10Pre Close154 Volume2 Open Interest108.00Strike Price770.00Turnover65.21%IV14.07%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0153Delta0.0043Gamma2512.60Leverage Ratio-0.0312Theta-0.0002Rho-38.46Eff Leverage0.0053Vega