0.60Open0.76Pre Close12 Volume12 Open Interest12.00Strike Price770.00Turnover75.94%IV0.96%PremiumOct 18, 2024Expiry Date0.53Intrinsic Value100Multiplier19DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.6374Delta0.1738Gamma10.90Leverage Ratio-0.0227Theta0.0035Rho6.94Eff Leverage0.0107Vega