5.55Open4.35Pre Close2 Volume42 Open Interest61.00Strike Price777.00Turnover74.36%IV0.25%PremiumAug 2, 2024Expiry Date2.06Intrinsic Value100Multiplier1DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7943Delta0.1083Gamma26.50Leverage Ratio-0.3146Theta0.0015Rho21.05Eff Leverage0.0101Vega