9.40Open11.85Pre Close1 Volume54 Open Interest150.00Strike Price940.00Turnover66.02%IV4.86%PremiumJan 17, 2025Expiry Date2.22Intrinsic Value100Multiplier22DDays to Expiry7.18Extrinsic Value100Contract SizeAmericanOptions Type-0.4990Delta0.0167Gamma14.01Leverage Ratio-0.2110Theta-0.0451Rho-6.99Eff Leverage0.1445Vega