9.40Open7.82Pre Close1 Volume42 Open Interest330.00Strike Price940.00Turnover29.23%IV2.64%PremiumOct 18, 2024Expiry Date0.67Intrinsic Value100Multiplier12DDays to Expiry8.73Extrinsic Value100Contract SizeAmericanOptions Type0.5377Delta0.0228Gamma43.80Leverage Ratio-0.3207Theta0.0553Rho23.55Eff Leverage0.2368Vega