4.20Open7.70Pre Close2 Volume72 Open Interest110.00Strike Price840.00Turnover36.61%IV1.54%PremiumJan 17, 2025Expiry Date2.55Intrinsic Value100Multiplier25DDays to Expiry1.65Extrinsic Value100Contract SizeAmericanOptions Type-0.5678Delta0.0384Gamma19.90Leverage Ratio-0.0743Theta-0.0389Rho-11.30Eff Leverage0.1111Vega