4.70Open3.50Pre Close2 Volume260 Open Interest170.00Strike Price940.00Turnover28.99%IV0.72%PremiumDec 20, 2024Expiry Date3.50Intrinsic Value100Multiplier5DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type-0.7237Delta0.0608Gamma38.28Leverage Ratio-0.1849Theta-0.0140Rho-27.70Eff Leverage0.0641Vega