1.70Open1.70Pre Close3 Volume0 Open Interest995.00Strike Price770.00Turnover55.18%IV5.31%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry3.30Extrinsic Value100Contract SizeAmericanOptions Type-0.1669Delta0.0046Gamma281.14Leverage Ratio-2.0827Theta-0.0150Rho-46.92Eff Leverage0.2455Vega