0.70Open0.50Pre Close12 Volume8 Open Interest130.00Strike Price840.00Turnover29.08%IV8.95%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry0.70Extrinsic Value100Contract SizeAmericanOptions Type0.1428Delta0.0267Gamma199.93Leverage Ratio-0.0462Theta0.0097Rho28.56Eff Leverage0.0656Vega