7.70Open4.10Pre Close1 Volume2 Open Interest42.00Strike Price770.00Turnover143.12%IV0.85%PremiumDec 6, 2024Expiry Date7.28Intrinsic Value100Multiplier2DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.9368Delta0.0237Gamma6.70Leverage Ratio-0.1309Theta0.0021Rho6.28Eff Leverage0.0045Vega