0.35Open0.25Pre Close30 Volume1.03K Open Interest90.00Strike Price940.00Turnover24.06%IV7.90%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier22DDays to Expiry0.32Extrinsic Value100Contract SizeAmericanOptions Type0.1250Delta0.0415Gamma257.57Leverage Ratio-0.0241Theta0.0062Rho32.19Eff Leverage0.0424Vega