Windows 8.1: How to tell power management to ONLY TURN SCREEN OFF when closing the lid?

Question

I was expecting to find another option in my laptops power management when I close the lid, but all I found is those 3 options:

1. Do nothing
2. Sleep
3. Shut down

In an old ThinkPad running Windows 2000 I recall having a 4th option: Turn screen off.

Is there a way to accomplish that in a modern Lenovo laptop (model 2015) running Windows 8.1?

Answer 1

Answering my own question, thanks to Google, Yahoo answers for Windows 7 which I tried on my Windows 8.1 laptop and verified it works:

Do nothing means "turn screen off when closing lid".