1.30Open1.45Pre Close9 Volume34 Open Interest59.00Strike Price940.00Turnover23.18%IV0.44%PremiumOct 4, 2024Expiry Date0.74Intrinsic Value100Multiplier4DDays to Expiry0.26Extrinsic Value100Contract SizeAmericanOptions Type0.7129Delta0.2420Gamma58.28Leverage Ratio-0.0725Theta0.0043Rho41.55Eff Leverage0.0207Vega