0.10Open0.05Pre Close67 Volume1.17K Open Interest130.00Strike Price940.00Turnover20.67%IV5.82%PremiumOct 18, 2024Expiry Date0.00Intrinsic Value100Multiplier11DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type0.0748Delta0.0311Gamma819.93Leverage Ratio-0.0279Theta0.0029Rho61.36Eff Leverage0.0310Vega