0.77Open1.80Pre Close10 Volume492 Open Interest12.00Strike Price770.00Turnover176.70%IV1.23%PremiumJul 5, 2024Expiry Date0.63Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type-0.6985Delta0.3234Gamma13.78Leverage Ratio-0.1947Theta-0.0002Rho-9.63Eff Leverage0.0021Vega