0.05Open0.10Pre Close169 Volume471 Open Interest16.50Strike Price840.00Turnover129.27%IV21.69%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0697Delta0.0786Gamma272.00Leverage Ratio-0.0292Theta0.0001Rho18.96Eff Leverage0.0018Vega