3.80Open8.15Pre Close2 Volume89 Open Interest72.50Strike Price770.00Turnover50.73%IV2.18%PremiumAug 16, 2024Expiry Date2.27Intrinsic Value100Multiplier14DDays to Expiry1.63Extrinsic Value100Contract SizeAmericanOptions Type0.6472Delta0.0496Gamma17.39Leverage Ratio-0.1056Theta0.0172Rho11.25Eff Leverage0.0548Vega