9.80Open11.75Pre Close758 Volume3.95K Open Interest124.00Strike Price772.20KTurnover56.20%IV-0.25%PremiumAug 2, 2024Expiry Date11.98Intrinsic Value100Multiplier4DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9476Delta0.0172Gamma9.24Leverage Ratio-0.0626Theta-0.0087Rho-8.75Eff Leverage0.0131Vega