0.60Open0.76Pre Close12 Volume12 Open Interest12.00Strike Price770.00Turnover76.60%IV0.96%PremiumOct 18, 2024Expiry Date0.53Intrinsic Value100Multiplier18DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6373Delta0.1737Gamma10.90Leverage Ratio-0.0231Theta0.0035Rho6.94Eff Leverage0.0106Vega