0.70Open1.65Pre Close9 Volume21 Open Interest20.00Strike Price770.00Turnover83.78%IV6.16%PremiumJul 19, 2024Expiry Date0.04Intrinsic Value100Multiplier3DDays to Expiry1.23Extrinsic Value100Contract SizeAmericanOptions Type-0.4898Delta0.2325Gamma28.51Leverage Ratio-0.0943Theta-0.0010Rho-13.97Eff Leverage0.0082Vega