2.80Open3.00Pre Close3 Volume2.80K Open Interest20.00Strike Price840.00Turnover49.19%IV0.13%PremiumJan 17, 2025Expiry Date2.77Intrinsic Value100Multiplier23DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.8688Delta0.0746Gamma7.53Leverage Ratio-0.0148Theta0.0109Rho6.54Eff Leverage0.0123Vega