3.85Open4.20Pre Close2 Volume827 Open Interest33.00Strike Price770.00Turnover58.28%IV-0.41%PremiumSep 20, 2024Expiry Date3.97Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9506Delta0.0521Gamma7.26Leverage Ratio-0.0137Theta-0.0032Rho-6.90Eff Leverage0.0039Vega