4.20Open3.60Pre Close2 Volume991 Open Interest120.00Strike Price840.00Turnover10.96%IV0.40%PremiumOct 18, 2024Expiry Date3.70Intrinsic Value100Multiplier21DDays to Expiry0.50Extrinsic Value100Contract SizeAmericanOptions Type0.8973Delta0.0546Gamma19.18Leverage Ratio-0.0279Theta0.0624Rho17.21Eff Leverage0.0534Vega