0.01Open0.02Pre Close480 Volume276 Open Interest9.50Strike Price771.00Turnover71.19%IV13.69%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0553Delta0.1696Gamma557.67Leverage Ratio-0.0074Theta0.0001Rho30.82Eff Leverage0.0010Vega