0.30Open0.26Pre Close26 Volume290 Open Interest13.00Strike Price940.00Turnover50.81%IV1.87%PremiumDec 20, 2024Expiry Date0.15Intrinsic Value100Multiplier3DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type-0.5777Delta0.6018Gamma37.79Leverage Ratio-0.0369Theta-0.0007Rho-21.83Eff Leverage0.0050Vega