0.01Open0.02Pre Close940 Volume14 Open Interest35.00Strike Price940.00Turnover487.78%IV5.38%PremiumJun 28, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0250Delta0.0559Gamma3698.00Leverage Ratio-2.3144Theta0.0000Rho-92.62Eff Leverage0.0001Vega