9.40Open11.85Pre Close1 Volume54 Open Interest150.00Strike Price940.00Turnover65.96%IV4.86%PremiumJan 17, 2025Expiry Date2.22Intrinsic Value100Multiplier22DDays to Expiry7.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4990Delta0.0167Gamma14.01Leverage Ratio-0.2105Theta-0.0452Rho-6.99Eff Leverage0.1446Vega