7.70Open9.20Pre Close1 Volume28 Open Interest345.00Strike Price770.00Turnover58.87%IV0.81%PremiumOct 18, 2024Expiry Date4.88Intrinsic Value100Multiplier1DDays to Expiry2.82Extrinsic Value100Contract SizeAmericanOptions Type0.6878Delta0.0339Gamma49.63Leverage Ratio-2.0389Theta0.0060Rho34.13Eff Leverage0.0627Vega