0.50Open0.50Pre Close16 Volume19 Open Interest20.00Strike Price770.00Turnover81.55%IV6.37%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.45Extrinsic Value100Contract SizeAmericanOptions Type-0.3139Delta0.1687Gamma46.40Leverage Ratio-0.0688Theta-0.0010Rho-14.57Eff Leverage0.0091Vega