4.80Open3.77Pre Close2 Volume518 Open Interest75.00Strike Price940.00Turnover37.85%IV0.62%PremiumJan 17, 2025Expiry Date4.16Intrinsic Value100Multiplier4DDays to Expiry0.44Extrinsic Value100Contract SizeAmericanOptions Type-0.9195Delta0.0561Gamma16.67Leverage Ratio-0.0418Theta-0.0053Rho-15.33Eff Leverage0.0111Vega