3.80Open8.15Pre Close2 Volume89 Open Interest72.50Strike Price770.00Turnover51.22%IV2.18%PremiumAug 16, 2024Expiry Date2.27Intrinsic Value100Multiplier13DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.6470Delta0.0496Gamma17.39Leverage Ratio-0.1075Theta0.0169Rho11.25Eff Leverage0.0543Vega