0.07Open0.09Pre Close224 Volume766 Open Interest167.50Strike Price940.00Turnover113.86%IV32.24%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier3DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type0.0086Delta0.0016Gamma3167.25Leverage Ratio-0.0312Theta0.0001Rho27.18Eff Leverage0.0030Vega