3.85Open3.80Pre Close2 Volume23 Open Interest30.00Strike Price770.00Turnover44.06%IV0.33%PremiumAug 16, 2024Expiry Date3.74Intrinsic Value100Multiplier20DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type0.8878Delta0.0546Gamma8.38Leverage Ratio-0.0202Theta0.0143Rho7.44Eff Leverage0.0151Vega