1.70Open1.25Pre Close6 Volume264 Open Interest35.00Strike Price940.00Turnover56.23%IV1.67%PremiumDec 20, 2024Expiry Date0.93Intrinsic Value100Multiplier5DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.6456Delta0.1681Gamma23.91Leverage Ratio-0.0856Theta-0.0028Rho-15.44Eff Leverage0.0147Vega