7.70Open10.90Pre Close1 Volume28 Open Interest200.00Strike Price770.00Turnover54.10%IV9.25%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry7.70Extrinsic Value100Contract SizeAmericanOptions Type-0.3057Delta0.0119Gamma34.18Leverage Ratio-0.2069Theta-0.0421Rho-10.45Eff Leverage0.1908Vega