0.20Open0.15Pre Close49 Volume366 Open Interest2.00Strike Price939.00Turnover35.95%IV2.34%PremiumDec 20, 2024Expiry Date0.14Intrinsic Value100Multiplier28DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.7780Delta1.4035Gamma12.23Leverage Ratio-0.0013Theta0.0011Rho9.51Eff Leverage0.0018Vega