3.40Open3.50Pre Close3 Volume27 Open Interest40.00Strike Price940.00Turnover46.54%IV0.51%PremiumSep 20, 2024Expiry Date2.78Intrinsic Value100Multiplier20DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type0.7569Delta0.0671Gamma11.88Leverage Ratio-0.0408Theta0.0158Rho8.99Eff Leverage0.0314Vega