3.92Open4.62Pre Close2 Volume9 Open Interest31.50Strike Price776.00Turnover130.15%IV-0.29%PremiumJul 26, 2024Expiry Date3.92Intrinsic Value100Multiplier3DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.8250Delta0.0709Gamma6.52Leverage Ratio-0.1200Theta-0.0024Rho-5.38Eff Leverage0.0072Vega