4.70Open3.45Pre Close2 Volume63 Open Interest450.00Strike Price940.00Turnover30.05%IV8.31%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier31DDays to Expiry4.70Extrinsic Value100Contract SizeAmericanOptions Type0.2415Delta0.0084Gamma83.13Leverage Ratio-0.1958Theta0.0828Rho20.08Eff Leverage0.3839Vega