0.02Open0.02Pre Close520 Volume9.84K Open Interest15.00Strike Price776.00Turnover129.78%IV11.60%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0331Delta0.0940Gamma1345.00Leverage Ratio-0.0367Theta0.0000Rho44.53Eff Leverage0.0004Vega