0.10Open0.11Pre Close72 Volume3.84K Open Interest4.00Strike Price770.00Turnover108.20%IV30.55%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type0.2267Delta0.3470Gamma31.10Leverage Ratio-0.0055Theta0.0004Rho7.05Eff Leverage0.0024Vega