0.07Open0.10Pre Close62 Volume298 Open Interest525.00Strike Price770.00Turnover45.94%IV4.12%PremiumJul 12, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0614Delta0.0094Gamma1483.41Leverage Ratio-0.3400Theta0.0010Rho91.02Eff Leverage0.0342Vega