4.70Open11.35Pre Close2 Volume10 Open Interest160.00Strike Price940.00Turnover55.32%IV1.53%PremiumJan 17, 2025Expiry Date2.22Intrinsic Value100Multiplier4DDays to Expiry2.48Extrinsic Value100Contract SizeAmericanOptions Type0.6089Delta0.0412Gamma32.77Leverage Ratio-0.4965Theta0.0101Rho19.95Eff Leverage0.0647Vega