9.40Open9.00Pre Close1 Volume1.58K Open Interest70.00Strike Price940.00Turnover39.35%IV0.13%PremiumJan 17, 2025Expiry Date9.30Intrinsic Value100Multiplier22DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9121Delta0.0208Gamma8.13Leverage Ratio-0.0349Theta0.0380Rho7.42Eff Leverage0.0312Vega