0.40Open0.15Pre Close21 Volume27 Open Interest132.00Strike Price840.00Turnover32.52%IV2.60%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type0.1636Delta0.0847Gamma516.20Leverage Ratio-0.1950Theta0.0010Rho84.47Eff Leverage0.0221Vega