7.70Open7.40Pre Close1 Volume2 Open Interest40.50Strike Price770.00Turnover89.46%IV0.17%PremiumDec 27, 2024Expiry Date7.62Intrinsic Value100Multiplier3DDays to Expiry0.08Extrinsic Value100Contract SizeAmericanOptions Type0.9877Delta0.0085Gamma6.29Leverage Ratio-0.0189Theta0.0031Rho6.21Eff Leverage0.0013Vega