0.35Open0.44Pre Close24 Volume105 Open Interest890.00Strike Price840.00Turnover48.85%IV10.81%PremiumSep 27, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.0234Delta0.0014Gamma2295.71Leverage Ratio-0.2290Theta0.0020Rho53.74Eff Leverage0.0460Vega