7.70Open6.04Pre Close1 Volume265 Open Interest55.00Strike Price770.00Turnover37.69%IV0.35%PremiumAug 16, 2024Expiry Date7.48Intrinsic Value100Multiplier24DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.9193Delta0.0247Gamma7.91Leverage Ratio-0.0257Theta0.0327Rho7.27Eff Leverage0.0240Vega