7.70Open9.20Pre Close1 Volume28 Open Interest345.00Strike Price770.00Turnover54.67%IV0.60%PremiumOct 18, 2024Expiry Date5.58Intrinsic Value100Multiplier1DDays to Expiry2.12Extrinsic Value100Contract SizeAmericanOptions Type0.7121Delta0.0336Gamma47.70Leverage Ratio-1.8988Theta0.0068Rho33.96Eff Leverage0.0634Vega