0.40Open0.60Pre Close21 Volume5.27K Open Interest80.00Strike Price842.00Turnover27.40%IV1.58%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.3887Delta0.1719Gamma132.17Leverage Ratio-0.1220Theta0.0032Rho51.37Eff Leverage0.0312Vega