1.50Open1.60Pre Close6 Volume238 Open Interest30.00Strike Price940.00Turnover21.90%IV3.81%PremiumSep 20, 2024Expiry Date0.44Intrinsic Value100Multiplier20DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.6409Delta0.2357Gamma32.91Leverage Ratio-0.0171Theta0.0105Rho21.09Eff Leverage0.0271Vega