0.15Open0.15Pre Close41 Volume1.18K Open Interest5.50Strike Price777.00Turnover60.28%IV1.14%PremiumJul 19, 2024Expiry Date0.24Intrinsic Value100Multiplier1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.8833Delta1.0231Gamma21.04Leverage Ratio-0.0099Theta-0.0002Rho-18.59Eff Leverage0.0006Vega