7.75Open6.09Pre Close1 Volume48 Open Interest192.50Strike Price775.00Turnover39.67%IV1.57%PremiumJul 26, 2024Expiry Date4.65Intrinsic Value100Multiplier1DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.8571Delta0.0503Gamma39.31Leverage Ratio-0.3564Theta0.0054Rho33.69Eff Leverage0.0255Vega