0.70Open0.20Pre Close7 Volume16 Open Interest54.00Strike Price770.00Turnover157.32%IV6.52%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type-0.3503Delta0.0457Gamma26.67Leverage Ratio-0.5350Theta-0.0018Rho-9.34Eff Leverage0.0191Vega