7.70Open6.04Pre Close1 Volume265 Open Interest55.00Strike Price770.00Turnover38.10%IV0.35%PremiumAug 16, 2024Expiry Date7.48Intrinsic Value100Multiplier23DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9187Delta0.0248Gamma7.91Leverage Ratio-0.0262Theta0.0322Rho7.26Eff Leverage0.0240Vega