4.70Open9.71Pre Close2 Volume87 Open Interest260.00Strike Price940.00Turnover28.63%IV0.40%PremiumSep 13, 2024Expiry Date3.67Intrinsic Value100Multiplier3DDays to Expiry1.04Extrinsic Value100Contract SizeAmericanOptions Type-0.8078Delta0.0407Gamma52.31Leverage Ratio-0.2671Theta-0.0151Rho-42.26Eff Leverage0.0652Vega
Daprocessor : see 50%