0.15Open0.20Pre Close60 Volume238 Open Interest9.50Strike Price770.00Turnover626.07%IV10.34%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1989Delta0.2937Gamma87.00Leverage Ratio-1.1714Theta0.0000Rho17.30Eff Leverage0.0004Vega