3.84Open2.95Pre Close2 Volume11 Open Interest27.00Strike Price768.00Turnover181.71%IV3.36%PremiumJul 19, 2024Expiry Date3.04Intrinsic Value100Multiplier4DDays to Expiry0.81Extrinsic Value100Contract SizeAmericanOptions Type-0.6906Delta0.0740Gamma6.18Leverage Ratio-0.1969Theta-0.0022Rho-4.27Eff Leverage0.0092Vega