2.57Open2.65Pre Close3 Volume838 Open Interest13.00Strike Price771.00Turnover3144.35%IV-0.13%PremiumJul 19, 2024Expiry Date2.59Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7682Delta0.0619Gamma4.62Leverage Ratio-20.7427Theta0.0000Rho3.55Eff Leverage0.0005Vega