4.70Open4.60Pre Close2 Volume20 Open Interest125.00Strike Price940.00Turnover15.94%IV0.49%PremiumSep 20, 2024Expiry Date4.11Intrinsic Value100Multiplier19DDays to Expiry0.59Extrinsic Value100Contract SizeAmericanOptions Type-0.8222Delta0.0732Gamma27.79Leverage Ratio-0.0211Theta-0.0299Rho-22.85Eff Leverage0.0691Vega