7.70Open9.20Pre Close1 Volume28 Open Interest345.00Strike Price770.00Turnover58.13%IV0.81%PremiumOct 18, 2024Expiry Date4.88Intrinsic Value100Multiplier1DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.6879Delta0.0339Gamma49.63Leverage Ratio-1.9888Theta0.0061Rho34.14Eff Leverage0.0635Vega