7.70Open9.20Pre Close1 Volume28 Open Interest345.00Strike Price770.00Turnover62.49%IV0.81%PremiumOct 18, 2024Expiry Date4.88Intrinsic Value100Multiplier1DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.6875Delta0.0339Gamma49.63Leverage Ratio-2.2933Theta0.0053Rho34.12Eff Leverage0.0592Vega