3.87Open2.95Pre Close2 Volume27 Open Interest51.00Strike Price778.00Turnover67.51%IV0.75%PremiumAug 2, 2024Expiry Date3.50Intrinsic Value100Multiplier2DDays to Expiry0.41Extrinsic Value100Contract SizeAmericanOptions Type0.8968Delta0.0611Gamma14.87Leverage Ratio-0.1090Theta0.0029Rho13.33Eff Leverage0.0078Vega