51.40Open54.40Pre Close201 Volume243 Open Interest400.00Strike Price777.80KTurnover107.19%IV1.44%PremiumSep 6, 2024Expiry Date37.70Intrinsic Value100Multiplier4DDays to Expiry6.30Extrinsic Value100Contract SizeAmericanOptions Type0.8035Delta0.0056Gamma10.03Leverage Ratio-1.7566Theta0.0346Rho8.06Eff Leverage0.1285Vega