0.40Open0.15Pre Close21 Volume27 Open Interest132.00Strike Price840.00Turnover30.51%IV2.64%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1622Delta0.0833Gamma515.96Leverage Ratio-0.1718Theta0.0012Rho83.70Eff Leverage0.0237Vega