3.00Open2.20Pre Close3 Volume335 Open Interest92.50Strike Price770.00Turnover2155.43%IV-0.66%PremiumNov 15, 2024Expiry Date2.98Intrinsic Value100Multiplier0DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7798Delta0.0708Gamma26.34Leverage Ratio-416.2902Theta0.0000Rho20.54Eff Leverage0.0006Vega