0.39Open0.40Pre Close20 Volume1.56K Open Interest8.00Strike Price940.00Turnover107.84%IV2.83%PremiumJan 17, 2025Expiry Date0.23Intrinsic Value100Multiplier4DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.5803Delta0.4519Gamma16.36Leverage Ratio-0.0459Theta-0.0005Rho-9.49Eff Leverage0.0031Vega