7.70Open7.55Pre Close1 Volume1 Open Interest48.50Strike Price770.00Turnover110.86%IV0.07%PremiumNov 8, 2024Expiry Date7.66Intrinsic Value100Multiplier2DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.9462Delta0.0207Gamma7.20Leverage Ratio-0.0961Theta0.0033Rho6.81Eff Leverage0.0052Vega