7.70Open7.70Pre Close1 Volume78 Open Interest135.00Strike Price770.00Turnover79.85%IV11.24%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry7.70Extrinsic Value100Contract SizeAmericanOptions Type0.4430Delta0.0155Gamma16.99Leverage Ratio-0.2305Theta0.0306Rho7.53Eff Leverage0.1263Vega