7.79Open7.70Pre Close1 Volume7 Open Interest65.00Strike Price779.00Turnover111.05%IV1.38%PremiumAug 2, 2024Expiry Date6.99Intrinsic Value100Multiplier4DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.8053Delta0.0386Gamma8.47Leverage Ratio-0.2121Theta-0.0058Rho-6.82Eff Leverage0.0178Vega