4.20Open5.09Pre Close2 Volume11 Open Interest33.00Strike Price840.00Turnover75.14%IV3.10%PremiumDec 20, 2024Expiry Date3.08Intrinsic Value100Multiplier23DDays to Expiry1.12Extrinsic Value100Contract SizeAmericanOptions Type0.7186Delta0.0491Gamma8.02Leverage Ratio-0.0525Theta0.0138Rho5.76Eff Leverage0.0308Vega