7.75Open6.09Pre Close1 Volume48 Open Interest192.50Strike Price775.00Turnover41.21%IV1.57%PremiumJul 26, 2024Expiry Date4.65Intrinsic Value100Multiplier1DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.8565Delta0.0503Gamma39.31Leverage Ratio-0.3615Theta0.0050Rho33.67Eff Leverage0.0247Vega