0.15Open0.20Pre Close60 Volume238 Open Interest9.50Strike Price770.00Turnover341.05%IV7.62%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2443Delta0.4365Gamma89.20Leverage Ratio-0.5648Theta0.0000Rho21.79Eff Leverage0.0007Vega