0.15Open0.20Pre Close60 Volume238 Open Interest9.50Strike Price770.00Turnover644.56%IV11.78%PremiumOct 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2010Delta0.3000Gamma85.89Leverage Ratio-1.2757Theta0.0000Rho17.27Eff Leverage0.0004Vega