0.33Open0.37Pre Close25 Volume300 Open Interest3.50Strike Price772.00Turnover150.66%IV0.31%PremiumAug 2, 2024Expiry Date0.27Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.6562Delta0.6926Gamma8.50Leverage Ratio-0.0232Theta-0.0003Rho-5.58Eff Leverage0.0013Vega