5.55Open4.35Pre Close2 Volume42 Open Interest61.00Strike Price777.00Turnover77.30%IV0.25%PremiumAug 2, 2024Expiry Date2.06Intrinsic Value100Multiplier0DDays to Expiry0.16Extrinsic Value100Contract SizeAmericanOptions Type0.7941Delta0.1083Gamma26.50Leverage Ratio-0.3194Theta0.0014Rho21.04Eff Leverage0.0097Vega